ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 127-07 125-06 -2-01 -1.6% 124-11
High 127-13 128-16 1-03 0.9% 128-04
Low 124-18 124-11 -0-07 -0.2% 123-23
Close 125-00 128-02 3-02 2.5% 125-00
Range 2-27 4-05 1-10 46.2% 4-13
ATR 2-06 2-10 0-05 6.5% 0-00
Volume 5,405 3,732 -1,673 -31.0% 34,169
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 139-14 137-29 130-11
R3 135-09 133-24 129-07
R2 131-04 131-04 128-26
R1 129-19 129-19 128-14 130-12
PP 126-31 126-31 126-31 127-11
S1 125-14 125-14 127-22 126-06
S2 122-26 122-26 127-10
S3 118-21 121-09 126-29
S4 114-16 117-04 125-25
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 138-27 136-10 127-14
R3 134-14 131-29 126-07
R2 130-01 130-01 125-26
R1 127-16 127-16 125-13 128-24
PP 125-20 125-20 125-20 126-08
S1 123-03 123-03 124-19 124-12
S2 121-07 121-07 124-06
S3 116-26 118-22 123-25
S4 112-13 114-09 122-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-16 124-11 4-05 3.2% 2-18 2.0% 89% True True 6,888
10 128-16 123-23 4-25 3.7% 2-04 1.6% 91% True False 4,605
20 134-00 123-23 10-09 8.0% 2-08 1.8% 42% False False 2,788
40 140-16 123-23 16-25 13.1% 2-03 1.6% 26% False False 1,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 146-05
2.618 139-12
1.618 135-07
1.000 132-21
0.618 131-02
HIGH 128-16
0.618 126-29
0.500 126-14
0.382 125-30
LOW 124-11
0.618 121-25
1.000 120-06
1.618 117-20
2.618 113-15
4.250 106-22
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 127-16 127-16
PP 126-31 126-31
S1 126-14 126-14

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

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