ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 124-11 124-21 0-10 0.3% 125-10
High 124-29 127-07 2-10 1.9% 127-20
Low 123-23 124-19 0-28 0.7% 124-08
Close 124-12 126-20 2-08 1.8% 124-17
Range 1-06 2-20 1-14 121.1% 3-12
ATR 2-03 2-05 0-02 2.5% 0-00
Volume 3,457 8,068 4,611 133.4% 9,680
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 134-01 132-30 128-02
R3 131-13 130-10 127-11
R2 128-25 128-25 127-03
R1 127-22 127-22 126-28 128-08
PP 126-05 126-05 126-05 126-13
S1 125-02 125-02 126-12 125-20
S2 123-17 123-17 126-05
S3 120-29 122-14 125-29
S4 118-09 119-26 125-06
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 135-19 133-14 126-12
R3 132-07 130-02 125-15
R2 128-27 128-27 125-05
R1 126-22 126-22 124-27 126-02
PP 125-15 125-15 125-15 125-05
S1 123-10 123-10 124-07 122-22
S2 122-03 122-03 123-29
S3 118-23 119-30 123-19
S4 115-11 116-18 122-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-07 123-23 3-16 2.8% 1-22 1.3% 83% True False 3,662
10 130-11 123-23 6-20 5.2% 2-02 1.6% 44% False False 2,600
20 136-17 123-23 12-26 10.1% 2-06 1.7% 23% False False 1,640
40 140-16 123-23 16-25 13.3% 2-04 1.7% 17% False False 944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 138-12
2.618 134-03
1.618 131-15
1.000 129-27
0.618 128-27
HIGH 127-07
0.618 126-07
0.500 125-29
0.382 125-19
LOW 124-19
0.618 122-31
1.000 121-31
1.618 120-11
2.618 117-23
4.250 113-14
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 126-12 126-08
PP 126-05 125-27
S1 125-29 125-15

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

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