ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 128-12 127-14 -0-30 -0.7% 126-08
High 128-20 128-26 0-06 0.1% 132-18
Low 127-00 126-28 -0-03 -0.1% 123-23
Close 127-24 128-18 0-26 0.6% 129-08
Range 1-20 1-29 0-08 16.2% 8-27
ATR 2-15 2-14 -0-01 -1.6% 0-00
Volume 214,753 170,693 -44,060 -20.5% 1,180,488
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 133-26 133-03 129-20
R3 131-29 131-06 129-03
R2 130-00 130-00 128-30
R1 129-09 129-09 128-24 129-20
PP 128-03 128-03 128-03 128-08
S1 127-12 127-12 128-13 127-24
S2 126-06 126-06 128-07
S3 124-09 125-15 128-02
S4 122-12 123-18 127-17
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 155-01 151-00 134-04
R3 146-06 142-05 131-22
R2 137-11 137-11 130-28
R1 133-10 133-10 130-02 135-10
PP 128-16 128-16 128-16 129-17
S1 124-15 124-15 128-14 126-16
S2 119-21 119-21 127-20
S3 110-26 115-20 126-26
S4 101-31 106-25 124-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-12 126-24 3-20 2.8% 1-27 1.4% 50% False False 175,501
10 132-18 123-23 8-27 6.9% 2-22 2.1% 55% False False 206,902
20 132-18 123-04 9-14 7.3% 2-13 1.9% 58% False False 213,178
40 132-18 123-04 9-14 7.3% 2-09 1.8% 58% False False 129,179
60 140-10 123-04 17-06 13.4% 2-10 1.8% 32% False False 86,308
80 140-16 123-04 17-12 13.5% 2-08 1.7% 31% False False 64,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-29
2.618 133-25
1.618 131-28
1.000 130-22
0.618 129-31
HIGH 128-26
0.618 128-02
0.500 127-27
0.382 127-20
LOW 126-28
0.618 125-23
1.000 125-00
1.618 123-26
2.618 121-29
4.250 118-25
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 128-11 128-13
PP 128-03 128-08
S1 127-27 128-02

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

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