ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 125-20 125-00 -0-21 -0.5% 127-11
High 126-24 126-23 0-00 0.0% 129-12
Low 124-11 124-28 0-18 0.4% 124-11
Close 124-20 126-00 1-13 1.1% 124-20
Range 2-12 1-26 -0-18 -23.5% 5-01
ATR 2-10 2-09 0-00 -0.6% 0-00
Volume 376,071 129,247 -246,824 -65.6% 1,889,656
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 131-12 130-16 127-01
R3 129-17 128-22 126-17
R2 127-22 127-22 126-11
R1 126-28 126-28 126-06 127-09
PP 125-28 125-28 125-28 126-03
S1 125-01 125-01 125-27 125-14
S2 124-02 124-02 125-22
S3 122-07 123-06 125-16
S4 120-12 121-12 125-00
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 141-06 137-30 127-12
R3 136-06 132-29 126-00
R2 131-04 131-04 125-17
R1 127-28 127-28 125-02 127-00
PP 126-04 126-04 126-04 125-21
S1 122-27 122-27 124-05 121-31
S2 121-02 121-02 123-22
S3 116-02 117-26 123-07
S4 111-00 112-25 121-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-12 124-11 5-01 4.0% 1-31 1.6% 33% False False 336,501
10 130-12 124-11 6-02 4.8% 2-11 1.9% 28% False False 298,307
20 130-12 124-11 6-02 4.8% 2-05 1.7% 28% False False 244,544
40 139-18 124-11 15-08 12.1% 2-10 1.8% 11% False False 212,523
60 141-28 124-11 17-16 13.9% 2-08 1.8% 10% False False 190,639
80 141-28 113-23 28-04 22.3% 2-09 1.8% 44% False False 163,389
100 141-28 110-27 31-00 24.6% 2-07 1.8% 49% False False 130,881
120 141-28 110-27 31-00 24.6% 2-05 1.7% 49% False False 109,093
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-16
2.618 131-16
1.618 129-22
1.000 128-18
0.618 127-27
HIGH 126-23
0.618 126-01
0.500 125-26
0.382 125-19
LOW 124-28
0.618 123-24
1.000 123-02
1.618 121-30
2.618 120-03
4.250 117-04
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 125-30 125-27
PP 125-28 125-22
S1 125-26 125-17

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

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