ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 134-19 134-29 0-10 0.2% 132-22
High 135-27 135-26 0-00 0.0% 135-27
Low 132-09 134-08 1-31 1.5% 132-02
Close 134-26 135-06 0-12 0.3% 134-26
Range 3-18 1-18 -2-00 -55.7% 3-26
ATR 2-12 2-10 -0-02 -2.4% 0-00
Volume 199,217 212,586 13,369 6.7% 952,445
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 139-26 139-03 136-02
R3 138-08 137-16 135-20
R2 136-22 136-22 135-16
R1 135-30 135-30 135-11 136-10
PP 135-03 135-03 135-03 135-09
S1 134-12 134-12 135-02 134-23
S2 133-16 133-16 134-29
S3 131-30 132-25 134-25
S4 130-12 131-06 134-11
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 145-20 144-00 136-29
R3 141-26 140-07 135-27
R2 138-01 138-01 135-16
R1 136-14 136-14 135-05 137-07
PP 134-08 134-08 134-08 134-20
S1 132-20 132-20 134-15 133-14
S2 130-14 130-14 134-04
S3 126-20 128-26 133-25
S4 122-27 125-01 132-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-27 132-09 3-18 2.6% 2-07 1.6% 82% False False 182,959
10 135-27 129-15 6-12 4.7% 2-08 1.7% 90% False False 207,445
20 135-27 117-22 18-05 13.4% 2-18 1.9% 96% False False 171,045
40 135-27 111-07 24-20 18.2% 2-08 1.7% 97% False False 86,749
60 135-27 110-27 25-00 18.5% 2-03 1.6% 97% False False 57,863
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 0-22
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 142-17
2.618 139-31
1.618 138-12
1.000 137-13
0.618 136-26
HIGH 135-26
0.618 135-07
0.500 135-01
0.382 134-27
LOW 134-08
0.618 133-09
1.000 132-22
1.618 131-22
2.618 130-04
4.250 127-17
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 135-05 134-26
PP 135-03 134-14
S1 135-01 134-02

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

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