ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 27-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 27-Nov-2008 Change Change % Previous Week
Open 126-27 127-03 0-08 0.2% 117-09
High 127-27 127-21 -0-06 -0.1% 128-13
Low 126-03 126-20 0-17 0.4% 117-01
Close 127-02 127-06 0-04 0.1% 125-04
Range 1-24 1-01 -0-23 -41.1% 11-12
ATR 2-15 2-11 -0-03 -4.1% 0-00
Volume 273,051 273,051 0 0.0% 230,235
Daily Pivots for day following 27-Nov-2008
Classic Woodie Camarilla DeMark
R4 130-08 129-24 127-24
R3 129-07 128-23 127-15
R2 128-06 128-06 127-12
R1 127-22 127-22 127-09 127-30
PP 127-05 127-05 127-05 127-09
S1 126-21 126-21 127-03 126-29
S2 126-04 126-04 127-00
S3 125-03 125-20 126-29
S4 124-02 124-19 126-20
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 157-21 152-24 131-12
R3 146-09 141-12 128-08
R2 134-29 134-29 127-07
R1 130-00 130-00 126-05 132-14
PP 123-17 123-17 123-17 124-24
S1 118-20 118-20 124-03 121-02
S2 112-05 112-05 123-01
S3 100-25 107-08 122-00
S4 89-13 95-28 118-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-27 123-08 4-19 3.6% 2-14 1.9% 86% False False 204,177
10 128-13 115-12 13-01 10.2% 2-23 2.1% 91% False False 113,302
20 128-13 111-07 17-06 13.5% 2-09 1.8% 93% False False 57,482
40 128-13 110-27 17-18 13.8% 2-04 1.7% 93% False False 29,081
60 128-13 110-27 17-18 13.8% 2-00 1.6% 93% False False 19,443
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 132-01
2.618 130-11
1.618 129-10
1.000 128-22
0.618 128-09
HIGH 127-21
0.618 127-08
0.500 127-04
0.382 127-01
LOW 126-20
0.618 126-00
1.000 125-19
1.618 124-31
2.618 123-30
4.250 122-08
Fisher Pivots for day following 27-Nov-2008
Pivot 1 day 3 day
R1 127-06 126-22
PP 127-05 126-07
S1 127-04 125-24

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

View Archives - Comment on this page... - Back to Index of Symbols