ECBOT 30 Year Treasury Bond Future June 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 112-22 112-22 -0-01 0.0% 115-16
High 113-06 113-12 0-06 0.2% 115-20
Low 112-14 112-16 0-02 0.0% 112-14
Close 112-26 112-26 0-00 0.0% 112-18
Range 0-24 0-28 0-04 17.0% 3-05
ATR 1-09 1-08 -0-01 -2.4% 0-00
Volume 7,310 3,518 -3,792 -51.9% 121,461
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-15 115-00 113-09
R3 114-20 114-04 113-02
R2 113-24 113-24 112-31
R1 113-09 113-09 112-29 113-16
PP 112-28 112-28 112-28 113-00
S1 112-14 112-14 112-23 112-21
S2 112-01 112-01 112-21
S3 111-06 111-18 112-18
S4 110-10 110-22 112-11
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 123-00 120-30 114-09
R3 119-27 117-25 113-13
R2 116-22 116-22 113-04
R1 114-20 114-20 112-27 114-02
PP 113-17 113-17 113-17 113-08
S1 111-15 111-15 112-08 110-30
S2 110-12 110-12 111-31
S3 107-07 108-10 111-22
S4 104-02 105-05 110-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-28 112-14 2-14 2.2% 1-01 0.9% 15% False False 10,877
10 116-10 112-14 3-28 3.4% 1-07 1.1% 9% False False 28,582
20 117-14 112-14 4-31 4.4% 1-08 1.1% 7% False False 211,119
40 117-30 112-14 5-16 4.9% 1-09 1.1% 7% False False 243,326
60 120-04 112-14 7-22 6.8% 1-10 1.2% 5% False False 258,478
80 121-00 112-14 8-18 7.6% 1-13 1.2% 4% False False 342,659
100 121-00 112-14 8-18 7.6% 1-12 1.2% 4% False False 366,520
120 121-24 112-14 9-10 8.2% 1-11 1.2% 4% False False 367,076
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-00
2.618 115-19
1.618 114-24
1.000 114-07
0.618 113-28
HIGH 113-12
0.618 113-01
0.500 112-30
0.382 112-27
LOW 112-16
0.618 111-31
1.000 111-20
1.618 111-04
2.618 110-08
4.250 108-27
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 112-30 112-29
PP 112-28 112-28
S1 112-27 112-27

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

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