ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 133-09 132-22 -0-19 -0.4% 141-06
High 133-12 133-16 0-04 0.1% 141-25
Low 131-28 132-12 0-16 0.4% 135-00
Close 132-22 133-00 0-10 0.2% 135-15
Range 1-16 1-04 -0-12 -25.0% 6-25
ATR 2-11 2-08 -0-03 -3.7% 0-00
Volume 218,244 155,339 -62,905 -28.8% 226,712
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 136-11 135-26 133-20
R3 135-07 134-22 133-10
R2 134-03 134-03 133-07
R1 133-18 133-18 133-04 133-26
PP 132-31 132-31 132-31 133-04
S1 132-14 132-14 132-29 132-22
S2 131-27 131-27 132-26
S3 130-23 131-10 132-23
S4 129-19 130-06 132-13
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
5 139-18 131-24 7-27 5.9% 2-18 1.9% 16% False False 157,548
10 141-25 131-24 10-02 7.6% 2-07 1.7% 13% False False 104,657
20 141-28 131-24 10-04 7.6% 2-07 1.7% 13% False False 132,240
40 141-28 115-05 26-22 20.1% 2-11 1.8% 67% False False 133,690
60 141-28 110-27 31-00 23.3% 2-06 1.7% 71% False False 89,574
80 141-28 110-27 31-00 23.3% 2-04 1.6% 71% False False 67,221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-15
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 138-10
2.618 136-15
1.618 135-11
1.000 134-20
0.618 134-07
HIGH 133-16
0.618 133-03
0.500 132-30
0.382 132-26
LOW 132-12
0.618 131-22
1.000 131-08
1.618 130-18
2.618 129-14
4.250 127-20
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 133-00 132-30
PP 132-31 132-27
S1 132-30 132-24

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

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