ECBOT 30 Year Treasury Bond Future September 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 115-26 116-01 0-06 0.2% 113-26
High 116-05 116-07 0-02 0.1% 116-05
Low 115-06 115-16 0-10 0.3% 113-24
Close 115-29 115-22 -0-06 -0.2% 115-29
Range 0-31 0-24 -0-08 -24.2% 2-13
ATR 1-09 1-07 -0-01 -3.0% 0-00
Volume 330,797 272,162 -58,635 -17.7% 1,597,835
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-00 117-19 116-03
R3 117-09 116-27 115-29
R2 116-17 116-17 115-27
R1 116-04 116-04 115-25 115-31
PP 115-26 115-26 115-26 115-23
S1 115-12 115-12 115-20 115-07
S2 115-02 115-02 115-18
S3 114-11 114-21 115-16
S4 113-19 113-29 115-10
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 122-16 121-19 117-07
R3 120-03 119-06 116-18
R2 117-22 117-22 116-11
R1 116-25 116-25 116-04 117-08
PP 115-09 115-09 115-09 115-16
S1 114-12 114-12 115-22 114-26
S2 112-28 112-28 115-15
S3 110-15 111-31 115-08
S4 108-02 109-18 114-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-07 113-30 2-08 2.0% 1-03 0.9% 77% True False 299,923
10 116-07 113-11 2-28 2.5% 1-08 1.1% 82% True False 305,962
20 117-18 113-11 4-07 3.6% 1-09 1.1% 56% False False 337,266
40 117-18 111-23 5-27 5.1% 1-07 1.1% 68% False False 324,523
60 117-18 111-23 5-27 5.1% 1-08 1.1% 68% False False 271,218
80 118-27 111-23 7-04 6.2% 1-07 1.0% 56% False False 203,677
100 119-14 111-23 7-23 6.7% 1-06 1.0% 52% False False 162,961
120 119-14 111-23 7-23 6.7% 1-04 1.0% 52% False False 135,803
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 119-11
2.618 118-05
1.618 117-13
1.000 116-30
0.618 116-22
HIGH 116-07
0.618 115-30
0.500 115-27
0.382 115-24
LOW 115-16
0.618 115-01
1.000 114-24
1.618 114-09
2.618 113-18
4.250 112-12
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 115-27 115-19
PP 115-26 115-16
S1 115-24 115-13

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

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