ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 129-29 129-20 -0-09 -0.2% 134-26
High 130-14 130-00 -0-14 -0.3% 135-01
Low 128-17 128-14 -0-02 -0.1% 128-17
Close 129-20 129-08 -0-12 -0.3% 129-20
Range 1-29 1-18 -0-12 -18.9% 6-16
ATR 2-16 2-13 -0-02 -2.7% 0-00
Volume 228,999 211,162 -17,837 -7.8% 805,635
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 133-28 133-03 130-03
R3 132-10 131-18 129-21
R2 130-25 130-25 129-17
R1 130-00 130-00 129-12 129-20
PP 129-07 129-07 129-07 129-01
S1 128-15 128-15 129-03 128-02
S2 127-22 127-22 128-30
S3 126-04 126-29 128-26
S4 124-19 125-12 128-12
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
5 135-01 128-14 6-18 5.1% 2-12 1.8% 12% False True 203,359
10 137-31 128-14 9-16 7.4% 2-11 1.8% 8% False True 185,464
20 141-25 128-14 13-10 10.3% 2-11 1.8% 6% False True 147,918
40 141-28 126-20 15-08 11.8% 2-08 1.7% 17% False False 162,324
60 141-28 111-07 30-20 23.7% 2-09 1.8% 59% False False 122,856
80 141-28 110-27 31-00 24.0% 2-06 1.7% 59% False False 92,291
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 0-16
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136-18
2.618 134-02
1.618 132-16
1.000 131-18
0.618 130-31
HIGH 130-00
0.618 129-13
0.500 129-07
0.382 129-01
LOW 128-14
0.618 127-16
1.000 126-29
1.618 125-30
2.618 124-13
4.250 121-28
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 129-07 130-08
PP 129-07 129-29
S1 129-07 129-18

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

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