ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 118-01 119-01 1-00 0.8% 117-21
High 119-06 119-17 0-12 0.3% 119-12
Low 117-14 118-26 1-12 1.2% 117-19
Close 119-00 119-14 0-15 0.4% 118-06
Range 1-23 0-23 -1-00 -58.2% 1-25
ATR 1-04 1-03 -0-01 -2.6% 0-00
Volume 128,411 76,170 -52,241 -40.7% 1,909,482
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 121-14 121-05 119-27
R3 120-22 120-14 119-21
R2 120-00 120-00 119-19
R1 119-23 119-23 119-17 119-27
PP 119-08 119-08 119-08 119-11
S1 119-00 119-00 119-12 119-04
S2 118-18 118-18 119-10
S3 117-26 118-09 119-08
S4 117-04 117-18 119-02
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 123-23 122-24 119-05
R3 121-30 120-31 118-22
R2 120-05 120-05 118-16
R1 119-06 119-06 118-11 119-22
PP 118-12 118-12 118-12 118-20
S1 117-13 117-13 118-01 117-28
S2 116-19 116-19 117-28
S3 114-26 115-20 117-22
S4 113-01 113-27 117-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-17 117-14 2-02 1.7% 1-05 1.0% 96% True False 311,144
10 119-17 117-06 2-12 2.0% 1-01 0.9% 97% True False 300,854
20 119-17 114-08 5-09 4.4% 1-03 0.9% 99% True False 279,463
40 119-17 113-11 6-06 5.2% 1-06 1.0% 99% True False 304,993
60 119-17 111-23 7-26 6.5% 1-05 1.0% 99% True False 305,977
80 119-17 111-23 7-26 6.5% 1-06 1.0% 99% True False 275,974
100 119-17 111-23 7-26 6.5% 1-06 1.0% 99% True False 221,010
120 119-17 111-23 7-26 6.5% 1-05 1.0% 99% True False 184,191
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 122-19
2.618 121-13
1.618 120-22
1.000 120-08
0.618 119-31
HIGH 119-17
0.618 119-08
0.500 119-06
0.382 119-03
LOW 118-26
0.618 118-12
1.000 118-03
1.618 117-21
2.618 116-30
4.250 115-24
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 119-12 119-04
PP 119-08 118-26
S1 119-06 118-16

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

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