ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 127-02 126-23 -0-12 -0.3% 123-17
High 128-00 127-11 -0-21 -0.5% 128-00
Low 126-04 125-15 -0-22 -0.5% 123-10
Close 127-09 126-06 -1-03 -0.9% 127-09
Range 1-28 1-28 0-00 0.8% 4-22
ATR 2-09 2-08 -0-01 -1.3% 0-00
Volume 262,226 251,234 -10,992 -4.2% 1,113,948
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 131-31 130-30 127-07
R3 130-03 129-02 126-22
R2 128-07 128-07 126-17
R1 127-06 127-06 126-12 126-24
PP 126-11 126-11 126-11 126-04
S1 125-10 125-10 126-00 124-28
S2 124-15 124-15 125-27
S3 122-19 123-14 125-22
S4 120-23 121-18 125-05
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% 61% False False 223,609
10 128-07 123-04 5-03 4.0% 2-05 1.7% 60% False False 227,078
20 129-02 123-04 5-30 4.7% 2-08 1.8% 52% False False 125,845
40 136-17 123-04 13-13 10.6% 2-08 1.8% 23% False False 63,490
60 140-16 123-04 17-12 13.8% 2-05 1.7% 18% False False 42,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-10
2.618 132-08
1.618 130-12
1.000 129-07
0.618 128-16
HIGH 127-11
0.618 126-20
0.500 126-13
0.382 126-06
LOW 125-15
0.618 124-10
1.000 123-19
1.618 122-14
2.618 120-18
4.250 117-16
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 126-13 126-02
PP 126-11 125-30
S1 126-08 125-26

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

View Archives - Comment on this page... - Back to Index of Symbols