ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 131-12 129-29 -1-16 -1.1% 134-26
High 132-02 130-14 -1-20 -1.2% 135-01
Low 129-10 128-17 -0-25 -0.6% 128-17
Close 129-30 129-20 -0-10 -0.3% 129-20
Range 2-24 1-29 -0-27 -30.7% 6-16
ATR 2-17 2-16 -0-01 -1.8% 0-00
Volume 206,777 228,999 22,222 10.7% 805,635
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 135-08 134-11 130-21
R3 133-11 132-14 130-04
R2 131-14 131-14 129-31
R1 130-17 130-17 129-25 130-01
PP 129-17 129-17 129-17 129-09
S1 128-20 128-20 129-14 128-04
S2 127-20 127-20 129-08
S3 125-23 126-23 129-03
S4 123-26 124-26 128-18
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 150-18 146-19 133-06
R3 144-02 140-03 131-13
R2 137-18 137-18 130-26
R1 133-19 133-19 130-07 132-10
PP 131-02 131-02 131-02 130-14
S1 127-03 127-03 129-00 125-26
S2 124-18 124-18 128-13
S3 118-02 120-19 127-26
S4 111-18 114-03 126-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-27 128-17 8-10 6.4% 2-20 2.0% 13% False True 196,184
10 137-31 128-17 9-14 7.3% 2-14 1.9% 11% False True 179,659
20 141-25 128-17 13-08 10.2% 2-10 1.8% 8% False True 142,158
40 141-28 126-03 15-24 12.2% 2-08 1.7% 22% False False 163,872
60 141-28 111-07 30-20 23.6% 2-09 1.8% 60% False False 119,374
80 141-28 110-27 31-00 23.9% 2-06 1.7% 61% False False 89,652
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-17
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 138-17
2.618 135-14
1.618 133-17
1.000 132-11
0.618 131-20
HIGH 130-14
0.618 129-23
0.500 129-16
0.382 129-08
LOW 128-17
0.618 127-11
1.000 126-20
1.618 125-14
2.618 123-17
4.250 120-14
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 129-18 131-12
PP 129-17 130-25
S1 129-16 130-06

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

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