ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 115-22 115-04 -0-19 -0.5% 113-26
High 116-04 115-15 -0-21 -0.6% 116-05
Low 115-02 114-08 -0-26 -0.7% 113-24
Close 115-09 114-21 -0-20 -0.5% 115-29
Range 1-02 1-07 0-05 14.7% 2-13
ATR 1-07 1-07 0-00 0.0% 0-00
Volume 217,612 235,501 17,889 8.2% 1,597,835
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-14 117-25 115-10
R3 117-07 116-18 115-00
R2 116-00 116-00 114-28
R1 115-11 115-11 114-25 115-02
PP 114-25 114-25 114-25 114-21
S1 114-04 114-04 114-17 113-27
S2 113-18 113-18 114-14
S3 112-11 112-29 114-10
S4 111-04 111-22 114-00
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
5 116-07 114-08 1-31 1.7% 1-02 0.9% 21% False True 281,669
10 116-07 113-22 2-17 2.2% 1-08 1.1% 38% False False 296,220
20 117-18 113-11 4-07 3.7% 1-09 1.1% 31% False False 326,402
40 117-18 111-23 5-27 5.1% 1-07 1.1% 50% False False 314,255
60 117-18 111-23 5-27 5.1% 1-07 1.1% 50% False False 278,714
80 117-18 111-23 5-27 5.1% 1-07 1.1% 50% False False 209,334
100 119-14 111-23 7-23 6.7% 1-06 1.0% 38% False False 167,492
120 119-14 111-23 7-23 6.7% 1-04 1.0% 38% False False 139,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-21
2.618 118-21
1.618 117-14
1.000 116-22
0.618 116-07
HIGH 115-15
0.618 115-00
0.500 114-28
0.382 114-23
LOW 114-08
0.618 113-16
1.000 113-01
1.618 112-09
2.618 111-02
4.250 109-02
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 114-28 115-08
PP 114-25 115-01
S1 114-23 114-27

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

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