ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 124-00 127-02 3-03 2.5% 123-17
High 127-17 128-00 0-15 0.4% 128-00
Low 123-20 126-04 2-16 2.0% 123-10
Close 126-31 127-09 0-10 0.2% 127-09
Range 3-28 1-28 -2-01 -52.2% 4-22
ATR 2-10 2-09 -0-01 -1.4% 0-00
Volume 186,966 262,226 75,260 40.3% 1,113,948
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 132-23 131-28 128-10
R3 130-28 130-00 127-25
R2 129-00 129-00 127-20
R1 128-04 128-04 127-14 128-18
PP 127-04 127-04 127-04 127-11
S1 126-09 126-09 127-04 126-23
S2 125-09 125-09 126-30
S3 123-14 124-14 126-25
S4 121-18 122-18 126-08
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 140-08 138-15 129-28
R3 135-18 133-25 128-18
R2 130-28 130-28 128-04
R1 129-03 129-03 127-23 130-00
PP 126-06 126-06 126-06 126-21
S1 124-13 124-13 126-27 125-10
S2 121-16 121-16 126-14
S3 116-26 119-23 126-00
S4 112-04 115-01 124-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-00 123-10 4-22 3.7% 2-09 1.8% 85% True False 222,789
10 128-07 123-04 5-03 4.0% 2-05 1.7% 82% False False 211,242
20 129-02 123-04 5-30 4.7% 2-08 1.8% 70% False False 113,385
40 136-17 123-04 13-13 10.5% 2-07 1.7% 31% False False 57,213
60 140-16 123-04 17-12 13.7% 2-05 1.7% 24% False False 38,200
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-16
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-29
2.618 132-28
1.618 131-00
1.000 129-28
0.618 129-05
HIGH 128-00
0.618 127-09
0.500 127-02
0.382 126-27
LOW 126-04
0.618 125-00
1.000 124-09
1.618 123-04
2.618 121-09
4.250 118-08
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 127-07 126-24
PP 127-04 126-06
S1 127-02 125-21

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

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