ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 119-04 116-13 -2-23 -2.3% 119-02
High 119-14 116-30 -2-16 -2.1% 122-22
Low 116-31 115-11 -1-20 -1.4% 116-31
Close 117-09 116-18 -0-23 -0.6% 117-09
Range 2-15 1-19 -0-28 -35.4% 5-23
ATR
Volume 1,504 51 -1,453 -96.6% 1,867
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 121-02 120-13 117-14
R3 119-15 118-26 117-00
R2 117-28 117-28 116-27
R1 117-07 117-07 116-23 117-18
PP 116-09 116-09 116-09 116-14
S1 115-20 115-20 116-13 115-30
S2 114-22 114-22 116-09
S3 113-03 114-01 116-04
S4 111-16 112-14 115-22
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
5 122-22 115-11 7-11 6.3% 2-04 1.8% 17% False True 382
10 122-22 115-11 7-11 6.3% 1-26 1.6% 17% False True 218
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-23
2.618 121-04
1.618 119-17
1.000 118-17
0.618 117-30
HIGH 116-30
0.618 116-11
0.500 116-04
0.382 115-30
LOW 115-11
0.618 114-11
1.000 113-24
1.618 112-24
2.618 111-05
4.250 108-18
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 116-14 118-12
PP 116-09 117-24
S1 116-04 117-05

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

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