ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
01-Apr-2008 02-Apr-2008 Change Change % Previous Week
Open 117-00 116-01 -0-31 -0.8% 119-00
High 117-04 116-25 -0-11 -0.3% 119-00
Low 115-25 115-27 0-02 0.1% 116-18
Close 116-10 116-04 -0-06 -0.2% 117-03
Range 1-11 0-30 -0-13 -30.2% 2-14
ATR 1-07 1-06 -0-01 -1.7% 0-00
Volume 47 79 32 68.1% 62
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-02 118-17 116-20
R3 118-04 117-19 116-12
R2 117-06 117-06 116-10
R1 116-21 116-21 116-07 116-30
PP 116-08 116-08 116-08 116-12
S1 115-23 115-23 116-01 116-00
S2 115-10 115-10 115-30
S3 114-12 114-25 115-28
S4 113-14 113-27 115-20
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 124-28 123-13 118-14
R3 122-14 120-31 117-24
R2 120-00 120-00 117-17
R1 118-17 118-17 117-10 118-02
PP 117-18 117-18 117-18 117-10
S1 116-03 116-03 116-28 115-20
S2 115-04 115-04 116-21
S3 112-22 113-21 116-14
S4 110-08 111-07 115-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-04 115-25 2-11 2.0% 1-04 1.0% 15% False False 34
10 119-14 115-25 3-21 3.1% 1-02 0.9% 9% False False 27
20 119-14 114-29 4-17 3.9% 1-01 0.9% 27% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-24
2.618 119-08
1.618 118-10
1.000 117-23
0.618 117-12
HIGH 116-25
0.618 116-14
0.500 116-10
0.382 116-06
LOW 115-27
0.618 115-08
1.000 114-29
1.618 114-10
2.618 113-12
4.250 111-28
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 116-10 116-30
PP 116-08 116-22
S1 116-06 116-13

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

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