ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 115-04 114-18 -0-18 -0.5% 113-26
High 115-15 116-16 1-00 0.9% 116-05
Low 114-08 114-18 0-10 0.3% 113-24
Close 114-21 116-08 1-19 1.4% 115-29
Range 1-07 1-30 0-23 59.0% 2-13
ATR 1-07 1-09 0-02 4.2% 0-00
Volume 235,501 323,766 88,265 37.5% 1,597,835
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 121-18 120-27 117-10
R3 119-20 118-29 116-25
R2 117-22 117-22 116-19
R1 116-31 116-31 116-14 117-11
PP 115-24 115-24 115-24 115-30
S1 115-01 115-01 116-02 115-13
S2 113-26 113-26 115-29
S3 111-28 113-03 115-23
S4 109-30 111-05 115-06
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
5 116-16 114-08 2-08 1.9% 1-06 1.0% 90% True False 275,967
10 116-16 113-24 2-24 2.4% 1-10 1.1% 91% True False 296,258
20 117-18 113-11 4-07 3.6% 1-11 1.2% 69% False False 328,749
40 117-18 111-23 5-27 5.0% 1-07 1.1% 78% False False 313,462
60 117-18 111-23 5-27 5.0% 1-08 1.1% 78% False False 284,078
80 117-18 111-23 5-27 5.0% 1-07 1.1% 78% False False 213,372
100 119-14 111-23 7-23 6.6% 1-06 1.0% 59% False False 170,729
120 119-14 111-23 7-23 6.6% 1-05 1.0% 59% False False 142,276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 124-23
2.618 121-18
1.618 119-20
1.000 118-14
0.618 117-22
HIGH 116-16
0.618 115-24
0.500 115-16
0.382 115-09
LOW 114-18
0.618 113-11
1.000 112-20
1.618 111-13
2.618 109-15
4.250 106-10
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 116-00 115-31
PP 115-24 115-21
S1 115-16 115-12

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

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