ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 120-21 119-04 -1-17 -1.3% 119-02
High 121-12 119-14 -1-30 -1.6% 122-22
Low 119-29 116-31 -2-30 -2.4% 116-31
Close 120-30 117-09 -3-21 -3.0% 117-09
Range 1-15 2-15 1-00 68.1% 5-23
ATR
Volume 25 1,504 1,479 5,916.0% 1,867
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 125-10 123-24 118-20
R3 122-27 121-09 117-31
R2 120-12 120-12 117-23
R1 118-26 118-26 117-16 118-12
PP 117-29 117-29 117-29 117-21
S1 116-11 116-11 117-02 115-28
S2 115-14 115-14 116-27
S3 112-31 113-28 116-19
S4 110-16 111-13 115-30
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 136-04 132-14 120-14
R3 130-13 126-23 118-27
R2 124-22 124-22 118-11
R1 121-00 121-00 117-26 120-00
PP 118-31 118-31 118-31 118-15
S1 115-09 115-09 116-24 114-08
S2 113-08 113-08 116-07
S3 107-17 109-18 115-23
S4 101-26 103-27 114-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-22 116-31 5-23 4.9% 2-09 2.0% 5% False True 373
10 122-22 116-11 6-11 5.4% 1-29 1.6% 15% False False 281
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-30
2.618 125-29
1.618 123-14
1.000 121-29
0.618 120-31
HIGH 119-14
0.618 118-16
0.500 118-06
0.382 117-29
LOW 116-31
0.618 115-14
1.000 114-16
1.618 112-31
2.618 110-16
4.250 106-15
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 118-06 119-16
PP 117-29 118-25
S1 117-19 118-01

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

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