ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 127-06 126-13 -0-26 -0.6% 128-18
High 127-24 127-08 -0-16 -0.4% 130-30
Low 126-02 126-08 0-06 0.1% 126-26
Close 126-02 126-25 0-22 0.6% 127-00
Range 1-22 1-00 -0-22 -39.8% 4-05
ATR 2-05 2-03 -0-02 -3.3% 0-00
Volume 183,473 141,426 -42,047 -22.9% 685,642
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 129-26 129-10 127-11
R3 128-25 128-09 127-02
R2 127-25 127-25 126-31
R1 127-09 127-09 126-28 127-17
PP 126-24 126-24 126-24 126-28
S1 126-08 126-08 126-22 126-16
S2 125-24 125-24 126-19
S3 124-23 125-08 126-16
S4 123-23 124-07 126-07
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 140-23 138-00 129-09
R3 136-18 133-27 128-04
R2 132-13 132-13 127-24
R1 129-22 129-22 127-12 128-31
PP 128-08 128-08 128-08 127-28
S1 125-17 125-17 126-19 124-26
S2 124-03 124-03 126-07
S3 119-30 121-12 125-27
S4 115-25 117-07 124-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-30 126-02 4-29 3.9% 1-23 1.3% 15% False False 146,251
10 130-30 126-02 4-29 3.9% 1-21 1.3% 15% False False 155,327
20 132-18 123-23 8-27 7.0% 2-06 1.7% 35% False False 181,624
40 132-18 123-04 9-14 7.4% 2-07 1.8% 39% False False 157,952
60 136-17 123-04 13-13 10.6% 2-07 1.7% 27% False False 105,724
80 140-16 123-04 17-12 13.7% 2-05 1.7% 21% False False 79,347
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 131-18
2.618 129-29
1.618 128-29
1.000 128-08
0.618 127-28
HIGH 127-08
0.618 126-28
0.500 126-24
0.382 126-20
LOW 126-08
0.618 125-19
1.000 125-07
1.618 124-19
2.618 123-18
4.250 121-29
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 126-25 127-20
PP 126-24 127-11
S1 126-24 127-02

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

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