ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 134-06 131-12 -2-25 -2.1% 133-06
High 134-07 132-02 -2-05 -1.6% 137-31
Low 130-31 129-10 -1-21 -1.3% 132-08
Close 131-21 129-30 -1-23 -1.3% 136-07
Range 3-08 2-24 -0-16 -15.4% 5-22
ATR 2-17 2-17 0-01 0.7% 0-00
Volume 210,182 206,777 -3,405 -1.6% 837,848
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 138-22 137-02 131-14
R3 135-30 134-10 130-22
R2 133-06 133-06 130-14
R1 131-18 131-18 130-06 131-00
PP 130-14 130-14 130-14 130-05
S1 128-26 128-26 129-22 128-08
S2 127-22 127-22 129-14
S3 124-30 126-02 129-06
S4 122-06 123-10 128-14
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
5 137-31 129-10 8-21 6.7% 2-19 2.0% 7% False True 186,864
10 137-31 129-10 8-21 6.7% 2-11 1.8% 7% False True 172,293
20 141-25 129-10 12-15 9.6% 2-10 1.8% 5% False True 135,656
40 141-28 123-20 18-08 14.0% 2-10 1.8% 35% False False 164,021
60 141-28 111-07 30-20 23.6% 2-09 1.8% 61% False False 115,567
80 141-28 110-27 31-00 23.9% 2-07 1.7% 62% False False 86,790
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-24
2.618 139-08
1.618 136-16
1.000 134-26
0.618 133-24
HIGH 132-02
0.618 131-00
0.500 130-22
0.382 130-12
LOW 129-10
0.618 127-20
1.000 126-18
1.618 124-28
2.618 122-04
4.250 117-20
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 130-22 132-06
PP 130-14 131-14
S1 130-06 130-22

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

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