ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 115-18 116-19 1-01 0.9% 116-01
High 116-20 116-31 0-10 0.3% 116-22
Low 115-15 115-28 0-14 0.4% 114-08
Close 116-16 116-02 -0-14 -0.4% 116-12
Range 1-06 1-02 -0-03 -8.0% 2-14
ATR 1-08 1-08 0-00 -1.0% 0-00
Volume 269,090 227,004 -42,086 -15.6% 1,468,293
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 119-18 118-28 116-21
R3 118-15 117-26 116-12
R2 117-12 117-12 116-09
R1 116-24 116-24 116-06 116-17
PP 116-10 116-10 116-10 116-07
S1 115-21 115-21 115-31 115-14
S2 115-08 115-08 115-28
S3 114-05 114-18 115-25
S4 113-02 113-16 115-16
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
5 116-31 114-18 2-14 2.1% 1-10 1.1% 63% True False 296,727
10 116-31 114-08 2-23 2.3% 1-06 1.0% 67% True False 289,198
20 116-31 113-11 3-20 3.1% 1-07 1.1% 75% True False 303,106
40 117-18 112-03 5-15 4.7% 1-07 1.1% 73% False False 312,088
60 117-18 111-23 5-27 5.0% 1-08 1.1% 75% False False 302,410
80 117-18 111-23 5-27 5.0% 1-08 1.1% 75% False False 227,867
100 118-27 111-23 7-04 6.1% 1-06 1.0% 61% False False 182,327
120 119-14 111-23 7-23 6.6% 1-05 1.0% 56% False False 151,942
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-18
2.618 119-25
1.618 118-23
1.000 118-02
0.618 117-20
HIGH 116-31
0.618 116-18
0.500 116-14
0.382 116-10
LOW 115-28
0.618 115-07
1.000 114-26
1.618 114-05
2.618 113-02
4.250 111-10
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 116-14 116-02
PP 116-10 116-01
S1 116-06 116-00

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

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