ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 116-01 115-22 -0-10 -0.3% 113-26
High 116-07 116-04 -0-03 -0.1% 116-05
Low 115-16 115-02 -0-14 -0.4% 113-24
Close 115-22 115-09 -0-14 -0.4% 115-29
Range 0-24 1-02 0-10 44.7% 2-13
ATR 1-07 1-07 0-00 -1.0% 0-00
Volume 272,162 217,612 -54,550 -20.0% 1,597,835
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-22 118-01 115-28
R3 117-20 116-31 115-18
R2 116-18 116-18 115-15
R1 115-29 115-29 115-12 115-22
PP 115-16 115-16 115-16 115-12
S1 114-27 114-27 115-06 114-20
S2 114-14 114-14 115-03
S3 113-12 113-25 115-00
S4 112-10 112-23 114-22
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 122-16 121-19 117-07
R3 120-03 119-06 116-18
R2 117-22 117-22 116-11
R1 116-25 116-25 116-04 117-08
PP 115-09 115-09 115-09 115-16
S1 114-12 114-12 115-22 114-26
S2 112-28 112-28 115-15
S3 110-15 111-31 115-08
S4 108-02 109-18 114-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-07 113-30 2-08 2.0% 1-03 1.0% 59% False False 287,912
10 116-07 113-11 2-28 2.5% 1-07 1.1% 67% False False 304,705
20 117-18 113-11 4-07 3.7% 1-09 1.1% 46% False False 330,524
40 117-18 111-23 5-27 5.1% 1-07 1.0% 61% False False 319,234
60 117-18 111-23 5-27 5.1% 1-08 1.1% 61% False False 274,811
80 117-29 111-23 6-06 5.4% 1-07 1.1% 58% False False 206,397
100 119-14 111-23 7-23 6.7% 1-06 1.0% 46% False False 165,137
120 119-14 111-23 7-23 6.7% 1-04 1.0% 46% False False 137,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-20
2.618 118-29
1.618 117-27
1.000 117-06
0.618 116-25
HIGH 116-04
0.618 115-23
0.500 115-19
0.382 115-15
LOW 115-02
0.618 114-13
1.000 114-00
1.618 113-11
2.618 112-09
4.250 110-18
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 115-19 115-20
PP 115-16 115-17
S1 115-12 115-13

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

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