ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 115-08 114-29 -0-10 -0.3% 114-10
High 115-08 115-10 0-02 0.1% 115-14
Low 114-08 113-30 -0-09 -0.2% 113-11
Close 114-28 114-26 -0-02 -0.1% 113-26
Range 1-00 1-12 0-12 35.9% 2-04
ATR 1-09 1-09 0-00 0.4% 0-00
Volume 277,666 266,717 -10,949 -3.9% 1,483,689
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-25 118-05 115-18
R3 117-13 116-26 115-06
R2 116-02 116-02 115-02
R1 115-14 115-14 114-30 115-02
PP 114-22 114-22 114-22 114-16
S1 114-03 114-03 114-23 113-23
S2 113-11 113-11 114-19
S3 111-31 112-23 114-15
S4 110-20 111-12 114-03
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 120-17 119-09 114-31
R3 118-14 117-06 114-13
R2 116-10 116-10 114-06
R1 115-02 115-02 114-00 114-20
PP 114-06 114-06 114-06 114-00
S1 112-30 112-30 113-20 112-17
S2 112-03 112-03 113-14
S3 110-00 110-27 113-07
S4 107-28 108-24 112-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-14 113-22 1-24 1.5% 1-14 1.2% 65% False False 310,770
10 115-22 113-11 2-12 2.1% 1-08 1.1% 63% False False 317,014
20 117-18 113-11 4-07 3.7% 1-10 1.1% 35% False False 336,867
40 117-18 111-23 5-27 5.1% 1-08 1.1% 53% False False 329,898
60 117-18 111-23 5-27 5.1% 1-08 1.1% 53% False False 255,361
80 118-27 111-23 7-04 6.2% 1-07 1.1% 44% False False 191,753
100 119-14 111-23 7-23 6.7% 1-06 1.0% 40% False False 153,409
120 119-14 111-23 7-23 6.7% 1-04 1.0% 40% False False 127,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-03
2.618 118-28
1.618 117-16
1.000 116-22
0.618 116-05
HIGH 115-10
0.618 114-25
0.500 114-20
0.382 114-15
LOW 113-30
0.618 113-04
1.000 112-19
1.618 111-24
2.618 110-13
4.250 108-06
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 114-24 114-24
PP 114-22 114-21
S1 114-20 114-18

These figures are updated between 7pm and 10pm EST after a trading day.

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