ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 140-18 141-24 1-06 0.9% 140-20
High 141-24 141-24 0-00 0.0% 141-18
Low 139-22 138-00 -1-23 -1.2% 139-29
Close 141-14 138-02 -3-12 -2.4% 141-06
Range 2-02 3-24 1-23 84.0% 1-20
ATR 2-02 2-06 0-04 5.8% 0-00
Volume 51,913 75,122 23,209 44.7% 339,379
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 150-18 148-02 140-04
R3 146-25 144-10 139-03
R2 143-01 143-01 138-24
R1 140-17 140-17 138-13 139-29
PP 139-08 139-08 139-08 138-30
S1 136-25 136-25 137-22 136-04
S2 135-16 135-16 137-11
S3 131-23 133-00 137-00
S4 127-31 129-08 135-31
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 145-26 145-04 142-02
R3 144-05 143-16 141-20
R2 142-16 142-16 141-15
R1 141-27 141-27 141-10 142-06
PP 140-28 140-28 140-28 141-01
S1 140-06 140-06 141-01 140-17
S2 139-08 139-08 140-28
S3 137-19 138-18 140-23
S4 135-30 136-30 140-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-25 138-00 3-26 2.8% 1-28 1.4% 2% False True 51,767
10 141-28 138-00 3-28 2.8% 1-28 1.3% 2% False True 100,648
20 141-28 130-12 11-15 8.3% 2-04 1.5% 67% False False 146,871
40 141-28 113-23 28-04 20.4% 2-08 1.6% 86% False False 114,255
60 141-28 110-27 31-00 22.5% 2-05 1.6% 88% False False 76,453
80 141-28 110-27 31-00 22.5% 2-02 1.5% 88% False False 57,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 157-24
2.618 151-19
1.618 147-27
1.000 145-16
0.618 144-02
HIGH 141-24
0.618 140-10
0.500 139-28
0.382 139-14
LOW 138-00
0.618 135-21
1.000 134-07
1.618 131-29
2.618 128-04
4.250 121-31
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 139-28 139-28
PP 139-08 139-09
S1 138-21 138-21

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

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