ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 128-22 126-16 -2-06 -1.7% 129-20
High 129-12 127-31 -1-13 -1.1% 131-20
Low 126-09 126-14 0-06 0.1% 126-09
Close 127-04 126-22 -0-14 -0.3% 126-22
Range 3-03 1-16 -1-18 -51.0% 5-10
ATR 2-16 2-14 -0-02 -2.8% 0-00
Volume 226,425 229,131 2,706 1.2% 1,025,720
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 131-19 130-21 127-17
R3 130-02 129-05 127-04
R2 128-18 128-18 126-31
R1 127-20 127-20 126-27 128-03
PP 127-01 127-01 127-01 127-09
S1 126-04 126-04 126-18 126-18
S2 125-17 125-17 126-14
S3 124-00 124-19 126-09
S4 122-16 123-03 125-28
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 144-06 140-25 129-20
R3 138-27 135-14 128-05
R2 133-17 133-17 127-22
R1 130-04 130-04 127-06 129-05
PP 128-06 128-06 128-06 127-23
S1 124-25 124-25 126-07 123-26
S2 122-28 122-28 125-23
S3 117-17 119-15 125-08
S4 112-07 114-04 123-25
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% 2-11 1.8% 8% False False 205,144
10 136-27 126-09 10-18 8.3% 2-16 2.0% 4% False False 200,664
20 139-18 126-09 13-10 10.5% 2-14 1.9% 3% False False 180,502
40 141-28 126-09 15-18 12.3% 2-09 1.8% 3% False False 163,686
60 141-28 113-23 28-04 22.2% 2-10 1.8% 46% False False 136,337
80 141-28 110-27 31-00 24.5% 2-07 1.8% 51% False False 102,465
100 141-28 110-27 31-00 24.5% 2-04 1.7% 51% False False 82,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 134-13
2.618 131-30
1.618 130-13
1.000 129-16
0.618 128-29
HIGH 127-31
0.618 127-12
0.500 127-07
0.382 127-01
LOW 126-14
0.618 125-17
1.000 124-30
1.618 124-00
2.618 122-16
4.250 120-00
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 127-07 128-30
PP 127-01 128-06
S1 126-28 127-14

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

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