ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 129-02 128-12 -0-22 -0.5% 134-00
High 129-05 128-18 -0-19 -0.5% 134-00
Low 127-09 127-08 -0-01 0.0% 127-09
Close 128-11 127-31 -0-12 -0.3% 128-11
Range 1-28 1-10 -0-18 -30.0% 6-23
ATR 2-11 2-09 -0-02 -3.2% 0-00
Volume 405 393 -12 -3.0% 2,311
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 131-28 131-07 128-22
R3 130-18 129-29 128-11
R2 129-08 129-08 128-07
R1 128-19 128-19 128-03 128-08
PP 127-30 127-30 127-30 127-24
S1 127-09 127-09 127-27 126-30
S2 126-20 126-20 127-23
S3 125-10 125-31 127-19
S4 124-00 124-21 127-08
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 150-01 145-29 132-01
R3 143-10 139-06 130-06
R2 136-19 136-19 129-18
R1 132-15 132-15 128-31 131-06
PP 129-28 129-28 129-28 129-07
S1 125-24 125-24 127-23 124-14
S2 123-05 123-05 127-04
S3 116-14 119-01 126-16
S4 109-23 112-10 124-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-00 127-08 6-24 5.3% 2-10 1.8% 11% False True 540
10 136-17 127-08 9-09 7.3% 2-10 1.8% 8% False True 672
20 140-12 127-08 13-04 10.3% 2-07 1.7% 5% False True 483
40 140-16 125-10 15-06 11.9% 2-03 1.6% 17% False False 287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-09
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 134-04
2.618 132-00
1.618 130-22
1.000 129-28
0.618 129-12
HIGH 128-18
0.618 128-02
0.500 127-29
0.382 127-24
LOW 127-08
0.618 126-14
1.000 125-30
1.618 125-04
2.618 123-26
4.250 121-22
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 127-30 129-00
PP 127-30 128-21
S1 127-29 128-10

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

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