ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 116-10 116-19 0-09 0.2% 116-01
High 116-22 116-23 0-02 0.0% 116-22
Low 115-30 115-01 -0-29 -0.8% 114-08
Close 116-12 115-18 -0-26 -0.7% 116-12
Range 0-24 1-22 0-30 129.8% 2-14
ATR 1-07 1-09 0-01 2.6% 0-00
Volume 419,252 244,527 -174,725 -41.7% 1,468,293
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 120-27 119-28 116-16
R3 119-05 118-06 116-01
R2 117-15 117-15 115-28
R1 116-16 116-16 115-23 116-04
PP 115-25 115-25 115-25 115-19
S1 114-26 114-26 115-13 114-14
S2 114-03 114-03 115-08
S3 112-13 113-04 115-03
S4 110-23 111-14 114-20
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 123-01 122-04 117-23
R3 120-20 119-22 117-01
R2 118-06 118-06 116-26
R1 117-09 117-09 116-19 117-24
PP 115-24 115-24 115-24 116-00
S1 114-28 114-28 116-05 115-10
S2 113-11 113-11 115-30
S3 110-30 112-14 115-23
S4 108-16 110-00 115-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-23 114-08 2-15 2.1% 1-10 1.1% 53% True False 288,131
10 116-23 113-30 2-24 2.4% 1-07 1.0% 58% True False 294,027
20 117-18 113-11 4-07 3.7% 1-08 1.1% 53% False False 320,964
40 117-18 111-24 5-26 5.0% 1-07 1.1% 65% False False 313,486
60 117-18 111-23 5-27 5.1% 1-07 1.1% 66% False False 294,939
80 117-18 111-23 5-27 5.1% 1-07 1.1% 66% False False 221,667
100 119-00 111-23 7-09 6.3% 1-06 1.0% 53% False False 177,366
120 119-14 111-23 7-23 6.7% 1-05 1.0% 50% False False 147,808
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 False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-28
2.618 121-04
1.618 119-14
1.000 118-13
0.618 117-24
HIGH 116-23
0.618 116-02
0.500 115-28
0.382 115-22
LOW 115-01
0.618 114-00
1.000 113-11
1.618 112-10
2.618 110-20
4.250 107-28
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 115-28 115-20
PP 115-25 115-20
S1 115-21 115-19

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

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