ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 130-28 128-22 -2-05 -1.6% 134-26
High 131-20 129-12 -2-08 -1.7% 135-01
Low 128-16 126-09 -2-06 -1.7% 128-17
Close 128-30 127-04 -1-25 -1.4% 129-20
Range 3-04 3-03 -0-01 -1.0% 6-16
ATR 2-15 2-16 0-01 1.8% 0-00
Volume 173,350 226,425 53,075 30.6% 805,635
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 136-28 135-03 128-27
R3 133-25 132-00 128-00
R2 130-22 130-22 127-23
R1 128-29 128-29 127-14 128-08
PP 127-19 127-19 127-19 127-09
S1 125-26 125-26 126-27 125-05
S2 124-16 124-16 126-18
S3 121-13 122-23 126-09
S4 118-10 119-20 125-14
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
5 131-20 126-09 5-10 4.2% 2-13 1.9% 16% False True 205,117
10 137-31 126-09 11-22 9.2% 2-16 2.0% 7% False True 195,990
20 141-24 126-09 15-15 12.2% 2-18 2.0% 6% False True 172,802
40 141-28 126-09 15-18 12.3% 2-10 1.8% 6% False True 164,292
60 141-28 111-25 30-02 23.7% 2-10 1.8% 51% False False 132,531
80 141-28 110-27 31-00 24.4% 2-07 1.7% 53% False False 99,602
100 141-28 110-27 31-00 24.4% 2-04 1.7% 53% False False 79,712
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 0-14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142-17
2.618 137-15
1.618 134-12
1.000 132-15
0.618 131-09
HIGH 129-12
0.618 128-06
0.500 127-26
0.382 127-15
LOW 126-09
0.618 124-12
1.000 123-06
1.618 121-09
2.618 118-06
4.250 113-04
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 127-26 128-30
PP 127-19 128-11
S1 127-12 127-24

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

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