ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 119-01 119-14 0-13 0.3% 117-21
High 119-17 120-05 0-20 0.5% 119-12
Low 118-26 119-03 0-09 0.2% 117-19
Close 119-14 119-30 0-16 0.4% 118-06
Range 0-23 1-02 0-11 47.8% 1-25
ATR 1-03 1-03 0-00 -0.3% 0-00
Volume 76,170 53,026 -23,144 -30.4% 1,909,482
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 122-29 122-16 120-17
R3 121-27 121-14 120-07
R2 120-25 120-25 120-04
R1 120-12 120-12 120-01 120-18
PP 119-23 119-23 119-23 119-27
S1 119-10 119-10 119-27 119-16
S2 118-21 118-21 119-24
S3 117-19 118-08 119-21
S4 116-17 117-06 119-11
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
5 120-05 117-14 2-22 2.3% 1-05 1.0% 92% True False 251,453
10 120-05 117-06 3-00 2.5% 1-02 0.9% 93% True False 279,943
20 120-05 114-18 5-20 4.7% 1-03 0.9% 96% True False 270,339
40 120-05 113-11 6-26 5.7% 1-06 1.0% 97% True False 298,370
60 120-05 111-23 8-14 7.0% 1-05 1.0% 97% True False 299,616
80 120-05 111-23 8-14 7.0% 1-06 1.0% 97% True False 276,620
100 120-05 111-23 8-14 7.0% 1-06 1.0% 97% True False 221,535
120 120-05 111-23 8-14 7.0% 1-05 1.0% 97% True False 184,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-22
2.618 122-30
1.618 121-28
1.000 121-07
0.618 120-26
HIGH 120-05
0.618 119-24
0.500 119-20
0.382 119-16
LOW 119-03
0.618 118-14
1.000 118-01
1.618 117-12
2.618 116-10
4.250 114-18
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 119-27 119-18
PP 119-23 119-06
S1 119-20 118-26

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

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