ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 134-00 133-27 -0-05 -0.1% 131-18
High 134-16 134-27 0-11 0.3% 134-16
Low 131-07 133-02 1-27 1.4% 130-30
Close 133-19 134-00 0-13 0.3% 133-19
Range 3-09 1-25 -1-16 -45.7% 3-18
ATR 1-31 1-30 0-00 -0.7% 0-00
Volume 13 88 75 576.9% 145
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 139-10 138-14 134-31
R3 137-17 136-21 134-16
R2 135-24 135-24 134-10
R1 134-28 134-28 134-05 135-10
PP 133-31 133-31 133-31 134-06
S1 133-03 133-03 133-27 133-17
S2 132-06 132-06 133-22
S3 130-13 131-10 133-16
S4 128-20 129-17 133-01
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 143-22 142-07 135-18
R3 140-04 138-21 134-18
R2 136-18 136-18 134-08
R1 135-03 135-03 133-29 135-26
PP 133-00 133-00 133-00 133-12
S1 131-17 131-17 133-09 132-08
S2 129-14 129-14 132-30
S3 125-28 127-31 132-20
S4 122-10 124-13 131-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-27 131-07 3-20 2.7% 2-03 1.6% 77% True False 39
10 134-27 128-10 6-17 4.9% 2-04 1.6% 87% True False 47
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 0-18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142-13
2.618 139-16
1.618 137-23
1.000 136-20
0.618 135-30
HIGH 134-27
0.618 134-05
0.500 133-30
0.382 133-24
LOW 133-02
0.618 131-31
1.000 131-09
1.618 130-06
2.618 128-13
4.250 125-16
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 134-00 133-22
PP 133-31 133-11
S1 133-30 133-01

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

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