ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 112-18 113-04 0-18 0.5% 112-00
High 113-16 113-28 0-12 0.3% 113-16
Low 112-18 113-03 0-18 0.5% 111-24
Close 113-14 113-09 -0-06 -0.2% 113-14
Range 0-31 0-26 -0-06 -17.7% 1-24
ATR 1-07 1-06 -0-01 -2.4% 0-00
Volume 301,759 269,567 -32,192 -10.7% 1,398,882
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-26 115-11 113-23
R3 115-00 114-18 113-16
R2 114-07 114-07 113-14
R1 113-24 113-24 113-11 114-00
PP 113-14 113-14 113-14 113-17
S1 112-30 112-30 113-07 113-06
S2 112-20 112-20 113-04
S3 111-26 112-05 113-02
S4 111-01 111-12 112-27
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 118-05 117-18 114-13
R3 116-13 115-26 113-30
R2 114-21 114-21 113-25
R1 114-02 114-02 113-20 114-12
PP 112-29 112-29 112-29 113-02
S1 112-10 112-10 113-09 112-20
S2 111-05 111-05 113-04
S3 109-13 110-18 112-31
S4 107-21 108-26 112-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-28 111-25 2-04 1.9% 1-00 0.9% 71% True False 269,184
10 114-07 111-23 2-16 2.2% 1-03 1.0% 63% False False 312,140
20 115-29 111-23 4-06 3.7% 1-08 1.1% 37% False False 326,922
40 116-26 111-23 5-03 4.5% 1-07 1.1% 31% False False 171,529
60 118-27 111-23 7-04 6.3% 1-06 1.0% 22% False False 114,426
80 119-14 111-23 7-23 6.8% 1-04 1.0% 20% False False 85,823
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-09
2.618 115-31
1.618 115-06
1.000 114-22
0.618 114-12
HIGH 113-28
0.618 113-19
0.500 113-16
0.382 113-13
LOW 113-03
0.618 112-19
1.000 112-10
1.618 111-26
2.618 111-00
4.250 109-23
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 113-16 113-07
PP 113-14 113-05
S1 113-11 113-03

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

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