ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 134-26 134-06 -0-20 -0.5% 133-06
High 135-01 134-07 -0-26 -0.6% 137-31
Low 132-18 130-31 -1-18 -1.2% 132-08
Close 134-30 131-21 -3-08 -2.4% 136-07
Range 2-16 3-08 0-24 30.8% 5-22
ATR 2-13 2-17 0-04 4.6% 0-00
Volume 159,677 210,182 50,505 31.6% 837,848
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 142-01 140-03 133-14
R3 138-25 136-27 132-18
R2 135-17 135-17 132-08
R1 133-19 133-19 131-31 132-30
PP 132-09 132-09 132-09 131-30
S1 130-11 130-11 131-11 129-22
S2 129-01 129-01 131-02
S3 125-25 127-03 130-24
S4 122-17 123-27 129-28
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 152-19 150-04 139-11
R3 146-28 144-13 137-25
R2 141-06 141-06 137-08
R1 138-22 138-22 136-24 139-30
PP 135-16 135-16 135-16 136-03
S1 133-00 133-00 135-22 134-08
S2 129-25 129-25 135-06
S3 124-02 127-10 134-21
S4 118-12 121-19 133-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137-31 130-31 7-00 5.3% 2-21 2.0% 10% False True 177,269
10 137-31 130-31 7-00 5.3% 2-07 1.7% 10% False True 173,439
20 141-25 130-31 10-26 8.2% 2-08 1.7% 6% False True 131,729
40 141-28 123-08 18-20 14.1% 2-09 1.7% 45% False False 161,692
60 141-28 111-07 30-20 23.3% 2-09 1.7% 67% False False 112,125
80 141-28 110-27 31-00 23.6% 2-07 1.7% 67% False False 84,206
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 11 trading days
Fibonacci Retracements and Extensions
4.250 148-01
2.618 142-23
1.618 139-15
1.000 137-15
0.618 136-07
HIGH 134-07
0.618 132-31
0.500 132-19
0.382 132-07
LOW 130-31
0.618 128-31
1.000 127-23
1.618 125-23
2.618 122-15
4.250 117-05
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 132-19 133-29
PP 132-09 133-05
S1 131-31 132-13

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

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