ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 127-28 127-28 0-01 0.0% 125-00
High 128-15 127-29 -0-18 -0.4% 129-07
Low 126-26 125-26 -0-31 -0.8% 124-20
Close 127-16 126-08 -1-08 -1.0% 128-18
Range 1-22 2-02 0-13 24.3% 4-18
ATR 2-08 2-08 0-00 -0.6% 0-00
Volume 16,336 8,749 -7,587 -46.4% 271,513
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 132-29 131-21 127-13
R3 130-26 129-18 126-26
R2 128-24 128-24 126-20
R1 127-16 127-16 126-14 127-02
PP 126-21 126-21 126-21 126-14
S1 125-13 125-13 126-02 125-00
S2 124-19 124-19 125-28
S3 122-16 123-11 125-22
S4 120-14 121-08 125-03
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 141-07 139-15 131-03
R3 136-20 134-28 129-26
R2 132-02 132-02 129-13
R1 130-10 130-10 128-31 131-06
PP 127-15 127-15 127-15 127-29
S1 125-23 125-23 128-05 126-19
S2 122-29 122-29 127-23
S3 118-10 121-05 127-10
S4 113-24 116-18 126-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-07 124-20 4-18 3.6% 2-07 1.8% 35% False False 22,044
10 129-07 124-11 4-28 3.9% 2-04 1.7% 39% False False 150,632
20 130-12 124-11 6-02 4.8% 2-08 1.8% 32% False False 196,693
40 137-31 124-11 13-20 10.8% 2-08 1.8% 14% False False 193,186
60 141-28 124-11 17-16 13.9% 2-08 1.8% 11% False False 172,957
80 141-28 115-05 26-22 21.2% 2-10 1.8% 42% False False 165,348
100 141-28 110-27 31-00 24.6% 2-07 1.8% 50% False False 132,549
120 141-28 110-27 31-00 24.6% 2-05 1.7% 50% False False 110,483
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 0-14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136-24
2.618 133-11
1.618 131-09
1.000 130-00
0.618 129-06
HIGH 127-29
0.618 127-04
0.500 126-28
0.382 126-20
LOW 125-26
0.618 124-17
1.000 123-24
1.618 122-15
2.618 120-12
4.250 117-00
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 126-28 127-17
PP 126-21 127-03
S1 126-15 126-22

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

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