ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 117-25 117-21 -0-04 -0.1% 117-19
High 117-30 119-02 1-04 0.9% 118-10
Low 117-06 117-19 0-14 0.4% 117-06
Close 117-22 118-18 0-28 0.7% 117-22
Range 0-24 1-14 0-22 89.8% 1-04
ATR 1-03 1-04 0-01 2.3% 0-00
Volume 355,574 242,457 -113,117 -31.8% 1,238,892
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 122-24 122-03 119-11
R3 121-10 120-21 118-30
R2 119-27 119-27 118-26
R1 119-06 119-06 118-22 119-17
PP 118-13 118-13 118-13 118-18
S1 117-24 117-24 118-13 118-02
S2 116-30 116-30 118-09
S3 115-16 116-09 118-05
S4 114-01 114-27 117-24
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 121-03 120-16 118-10
R3 119-31 119-12 118-00
R2 118-27 118-27 117-29
R1 118-08 118-08 117-25 118-18
PP 117-23 117-23 117-23 117-28
S1 117-04 117-04 117-19 117-14
S2 116-19 116-19 117-15
S3 115-15 116-00 117-12
S4 114-11 114-28 117-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-02 117-06 1-28 1.6% 0-31 0.8% 73% True False 258,183
10 119-02 115-15 3-18 3.0% 1-00 0.8% 86% True False 249,461
20 119-02 113-30 5-03 4.3% 1-03 0.9% 90% True False 271,744
40 119-02 113-11 5-22 4.8% 1-06 1.0% 91% True False 306,999
60 119-02 111-23 7-10 6.2% 1-07 1.0% 93% True False 313,917
80 119-02 111-23 7-10 6.2% 1-07 1.0% 93% True False 252,729
100 119-02 111-23 7-10 6.2% 1-06 1.0% 93% True False 202,310
120 119-14 111-23 7-23 6.5% 1-05 1.0% 88% False False 168,595
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 0-07
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-07
2.618 122-27
1.618 121-13
1.000 120-16
0.618 119-30
HIGH 119-02
0.618 118-16
0.500 118-10
0.382 118-05
LOW 117-19
0.618 116-22
1.000 116-04
1.618 115-08
2.618 113-25
4.250 111-13
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 118-15 118-13
PP 118-13 118-08
S1 118-10 118-04

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

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