ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 141-24 138-23 -3-01 -2.1% 141-06
High 141-24 139-18 -2-06 -1.5% 141-25
Low 138-00 135-00 -3-00 -2.2% 135-00
Close 138-02 135-15 -2-18 -1.9% 135-15
Range 3-24 4-18 0-26 21.6% 6-25
ATR 2-06 2-12 0-05 7.8% 0-00
Volume 75,122 80,065 4,943 6.6% 226,712
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 150-13 147-17 138-00
R3 145-27 142-30 136-23
R2 141-08 141-08 136-10
R1 138-12 138-12 135-28 137-17
PP 136-22 136-22 136-22 136-08
S1 133-25 133-25 135-02 132-30
S2 132-03 132-03 134-20
S3 127-17 129-07 134-07
S4 122-30 124-20 132-30
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 157-24 153-13 139-06
R3 150-31 146-20 137-11
R2 144-06 144-06 136-23
R1 139-27 139-27 136-03 138-20
PP 137-13 137-13 137-13 136-26
S1 133-02 133-02 134-27 131-27
S2 130-20 130-20 134-07
S3 123-27 126-09 133-19
S4 117-02 119-16 131-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-25 135-00 6-25 5.0% 2-19 1.9% 7% False True 48,586
10 141-28 135-00 6-28 5.1% 2-04 1.6% 7% False True 92,452
20 141-28 131-20 10-07 7.5% 2-09 1.7% 37% False False 140,858
40 141-28 114-01 27-26 20.5% 2-09 1.7% 77% False False 116,236
60 141-28 110-27 31-00 22.9% 2-05 1.6% 79% False False 77,787
80 141-28 110-27 31-00 22.9% 2-04 1.6% 79% False False 58,377
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 0-15
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 159-01
2.618 151-18
1.618 147-00
1.000 144-05
0.618 142-13
HIGH 139-18
0.618 137-27
0.500 137-09
0.382 136-24
LOW 135-00
0.618 132-05
1.000 130-14
1.618 127-19
2.618 123-00
4.250 115-17
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 137-09 138-12
PP 136-22 137-13
S1 136-02 136-14

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

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