ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 126-05 126-26 0-21 0.5% 125-06
High 126-31 128-07 1-08 1.0% 129-02
Low 125-00 126-16 1-16 1.2% 124-11
Close 126-24 126-22 -0-02 0.0% 126-15
Range 1-31 1-23 -0-08 -12.7% 4-23
ATR 2-11 2-09 -0-01 -1.9% 0-00
Volume 92,875 153,203 60,328 65.0% 119,074
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 132-09 131-07 127-20
R3 130-18 129-16 127-05
R2 128-27 128-27 127-00
R1 127-25 127-25 126-27 127-14
PP 127-04 127-04 127-04 126-31
S1 126-02 126-02 126-17 125-24
S2 125-13 125-13 126-12
S3 123-22 124-11 126-07
S4 121-31 122-20 125-24
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 140-25 138-11 129-02
R3 136-02 133-20 127-25
R2 131-11 131-11 127-11
R1 128-29 128-29 126-29 130-04
PP 126-20 126-20 126-20 127-08
S1 124-06 124-06 126-01 125-13
S2 121-29 121-29 125-19
S3 117-06 119-15 125-05
S4 112-15 114-24 123-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-02 124-28 4-06 3.3% 2-07 1.7% 43% False False 72,284
10 129-02 124-11 4-23 3.7% 2-12 1.9% 50% False False 39,586
20 130-11 123-23 6-20 5.2% 2-07 1.8% 45% False False 20,723
40 140-12 123-23 16-21 13.1% 2-07 1.8% 18% False False 10,603
60 140-16 123-23 16-25 13.2% 2-04 1.7% 18% False False 7,099
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 0-14
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 135-17
2.618 132-23
1.618 131-00
1.000 129-30
0.618 129-09
HIGH 128-07
0.618 127-18
0.500 127-12
0.382 127-05
LOW 126-16
0.618 125-14
1.000 124-25
1.618 123-23
2.618 122-00
4.250 119-06
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 127-12 126-21
PP 127-04 126-20
S1 126-29 126-20

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

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