ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 120-17 120-15 -0-02 -0.1% 119-04
High 120-28 123-22 2-26 2.3% 121-16
Low 119-14 120-10 0-28 0.7% 118-02
Close 119-14 122-06 2-24 2.3% 119-14
Range 1-14 3-12 1-30 137.4% 3-14
ATR 1-08 1-15 0-07 17.1% 0-00
Volume 14,745 7,365 -7,380 -50.1% 107,718
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 132-06 130-18 124-01
R3 128-26 127-06 123-04
R2 125-14 125-14 122-26
R1 123-26 123-26 122-16 124-20
PP 122-02 122-02 122-02 122-15
S1 120-14 120-14 121-28 121-08
S2 118-22 118-22 121-18
S3 115-10 117-02 121-08
S4 111-30 113-22 120-11
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 129-30 128-04 121-11
R3 126-16 124-22 120-13
R2 123-03 123-03 120-03
R1 121-09 121-09 119-25 122-06
PP 119-21 119-21 119-21 120-04
S1 117-27 117-27 119-04 118-24
S2 116-08 116-08 118-26
S3 112-26 114-14 118-16
S4 109-13 111-00 117-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-22 119-14 4-08 3.5% 1-23 1.4% 65% True False 14,306
10 123-22 117-14 6-08 5.1% 1-20 1.3% 76% True False 41,500
20 123-22 117-06 6-16 5.3% 1-09 1.0% 77% True False 178,168
40 123-22 113-11 10-11 8.5% 1-08 1.0% 85% True False 234,274
60 123-22 112-18 11-04 9.1% 1-08 1.0% 87% True False 266,983
80 123-22 111-23 11-31 9.8% 1-08 1.0% 87% True False 276,898
100 123-22 111-23 11-31 9.8% 1-08 1.0% 87% True False 223,093
120 123-22 111-23 11-31 9.8% 1-07 1.0% 87% True False 185,943
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 0-14
Widest range in 154 trading days
Fibonacci Retracements and Extensions
4.250 138-01
2.618 132-17
1.618 129-05
1.000 127-02
0.618 125-25
HIGH 123-22
0.618 122-13
0.500 122-00
0.382 121-19
LOW 120-10
0.618 118-07
1.000 116-30
1.618 114-27
2.618 111-15
4.250 105-31
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 122-04 121-31
PP 122-02 121-25
S1 122-00 121-18

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

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