ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 25-Apr-2008
Day Change Summary
Previous Current
24-Apr-2008 25-Apr-2008 Change Change % Previous Week
Open 115-13 115-00 -0-13 -0.4% 115-08
High 116-00 115-00 -1-00 -0.9% 116-14
Low 114-16 114-07 -0-09 -0.2% 114-07
Close 115-00 114-16 -0-16 -0.4% 114-16
Range 1-16 0-25 -0-23 -47.9% 2-07
ATR 1-06 1-05 -0-01 -2.4% 0-00
Volume 395 192 -203 -51.4% 929
Daily Pivots for day following 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 116-29 116-16 114-30
R3 116-04 115-23 114-23
R2 115-11 115-11 114-21
R1 114-30 114-30 114-18 114-24
PP 114-18 114-18 114-18 114-16
S1 114-05 114-05 114-14 113-31
S2 113-25 113-25 114-11
S3 113-00 113-12 114-09
S4 112-07 112-19 114-02
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 121-23 120-10 115-23
R3 119-16 118-03 115-04
R2 117-09 117-09 114-29
R1 115-28 115-28 114-23 115-15
PP 115-02 115-02 115-02 114-27
S1 113-21 113-21 114-09 113-08
S2 112-27 112-27 114-03
S3 110-20 111-14 113-28
S4 108-13 109-07 113-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-14 114-07 2-07 1.9% 1-02 0.9% 13% False True 185
10 118-27 114-07 4-20 4.0% 1-02 0.9% 6% False True 238
20 118-27 114-07 4-20 4.0% 1-02 0.9% 6% False True 207
40 119-14 113-12 6-02 5.3% 1-02 0.9% 19% False False 111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-07
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 118-10
2.618 117-01
1.618 116-08
1.000 115-25
0.618 115-15
HIGH 115-00
0.618 114-22
0.500 114-20
0.382 114-17
LOW 114-07
0.618 113-24
1.000 113-14
1.618 112-31
2.618 112-06
4.250 110-29
Fisher Pivots for day following 25-Apr-2008
Pivot 1 day 3 day
R1 114-20 115-10
PP 114-18 115-02
S1 114-17 114-25

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

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