ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 129-05 130-28 1-22 1.3% 134-26
High 131-09 131-20 0-10 0.2% 135-01
Low 128-28 128-16 -0-12 -0.3% 128-17
Close 131-06 128-30 -2-09 -1.7% 129-20
Range 2-13 3-04 0-23 29.9% 6-16
ATR 2-13 2-15 0-02 2.1% 0-00
Volume 185,652 173,350 -12,302 -6.6% 805,635
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 139-02 137-04 130-20
R3 135-30 134-00 129-25
R2 132-26 132-26 129-16
R1 130-28 130-28 129-07 130-08
PP 129-22 129-22 129-22 129-12
S1 127-24 127-24 128-20 127-04
S2 126-18 126-18 128-11
S3 123-14 124-20 128-02
S4 120-10 121-16 127-06
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
5 132-02 128-14 3-20 2.8% 2-11 1.8% 13% False False 201,188
10 137-31 128-14 9-16 7.4% 2-16 1.9% 5% False False 189,228
20 141-24 128-14 13-10 10.3% 2-16 1.9% 4% False False 164,076
40 141-28 127-10 14-18 11.3% 2-10 1.8% 11% False False 160,968
60 141-28 111-07 30-20 23.8% 2-09 1.8% 58% False False 128,785
80 141-28 110-27 31-00 24.1% 2-07 1.7% 58% False False 96,777
100 141-28 110-27 31-00 24.1% 2-04 1.7% 58% False False 77,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 144-28
2.618 139-25
1.618 136-21
1.000 134-24
0.618 133-17
HIGH 131-20
0.618 130-13
0.500 130-02
0.382 129-22
LOW 128-16
0.618 126-18
1.000 125-12
1.618 123-14
2.618 120-10
4.250 115-06
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 130-02 130-01
PP 129-22 129-21
S1 129-10 129-09

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

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