ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 126-16 126-21 0-04 0.1% 129-20
High 127-31 128-30 1-00 0.8% 131-20
Low 126-14 126-19 0-04 0.1% 126-09
Close 126-22 128-24 2-02 1.6% 126-22
Range 1-16 2-12 0-27 55.7% 5-10
ATR 2-14 2-14 0-00 -0.2% 0-00
Volume 229,131 235,653 6,522 2.8% 1,025,720
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 135-06 134-11 130-02
R3 132-26 131-31 129-13
R2 130-15 130-15 129-06
R1 129-20 129-20 128-31 130-01
PP 128-03 128-03 128-03 128-10
S1 127-08 127-08 128-18 127-22
S2 125-24 125-24 128-11
S3 123-12 124-29 128-04
S4 121-01 122-17 127-15
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 4.1% 2-16 1.9% 47% False False 210,042
10 135-01 126-09 8-24 6.8% 2-14 1.9% 28% False False 206,700
20 137-31 126-09 11-22 9.1% 2-11 1.8% 21% False False 188,282
40 141-28 126-09 15-18 12.1% 2-10 1.8% 16% False False 164,570
60 141-28 114-01 27-26 21.6% 2-10 1.8% 53% False False 140,251
80 141-28 110-27 31-00 24.1% 2-06 1.7% 58% False False 105,411
100 141-28 110-27 31-00 24.1% 2-05 1.7% 58% False False 84,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-31
2.618 135-04
1.618 132-25
1.000 131-10
0.618 130-13
HIGH 128-30
0.618 128-02
0.500 127-25
0.382 127-16
LOW 126-19
0.618 125-04
1.000 124-08
1.618 122-25
2.618 120-13
4.250 116-18
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 128-14 128-14
PP 128-03 128-04
S1 127-25 127-26

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

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