ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 128-18 128-29 0-12 0.3% 129-03
High 129-31 129-30 -0-01 0.0% 129-24
Low 128-08 128-20 0-12 0.3% 126-24
Close 128-30 129-22 0-24 0.6% 128-18
Range 1-24 1-10 -0-14 -24.3% 2-31
ATR 2-10 2-08 -0-02 -3.1% 0-00
Volume 129,526 149,759 20,233 15.6% 809,735
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 133-12 132-27 130-14
R3 132-02 131-17 130-02
R2 130-24 130-24 129-30
R1 130-07 130-07 129-26 130-15
PP 129-14 129-14 129-14 129-18
S1 128-29 128-29 129-19 129-05
S2 128-04 128-04 129-15
S3 126-26 127-19 129-11
S4 125-16 126-09 128-31
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 137-08 135-28 130-06
R3 134-09 132-29 129-12
R2 131-10 131-10 129-03
R1 129-30 129-30 128-26 129-04
PP 128-11 128-11 128-11 127-30
S1 126-31 126-31 128-09 126-06
S2 125-12 125-12 128-00
S3 122-13 124-00 127-23
S4 119-14 121-01 126-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-31 126-28 3-02 2.4% 1-19 1.2% 91% False False 164,403
10 132-18 123-23 8-27 6.8% 2-16 1.9% 68% False False 186,250
20 132-18 123-10 9-08 7.1% 2-11 1.8% 69% False False 199,688
40 132-18 123-04 9-14 7.3% 2-07 1.7% 70% False False 139,961
60 136-17 123-04 13-13 10.3% 2-08 1.7% 49% False False 93,571
80 140-16 123-04 17-12 13.4% 2-06 1.7% 38% False False 70,209
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-16
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 135-16
2.618 133-12
1.618 132-02
1.000 131-08
0.618 130-24
HIGH 129-30
0.618 129-14
0.500 129-09
0.382 129-04
LOW 128-20
0.618 127-26
1.000 127-10
1.618 126-16
2.618 125-06
4.250 123-02
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 129-18 129-15
PP 129-14 129-07
S1 129-09 128-31

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

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