ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 126-26 127-14 0-20 0.5% 128-18
High 127-30 127-14 -0-16 -0.4% 130-30
Low 126-22 125-20 -1-02 -0.8% 126-26
Close 127-19 125-30 -1-22 -1.3% 127-00
Range 1-08 1-26 0-18 45.6% 4-05
ATR 2-01 2-01 0-00 -0.2% 0-00
Volume 135,909 138,054 2,145 1.6% 685,642
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 131-23 130-20 126-29
R3 129-29 128-26 126-13
R2 128-04 128-04 126-08
R1 127-01 127-01 126-03 126-22
PP 126-10 126-10 126-10 126-05
S1 125-07 125-07 125-24 124-28
S2 124-17 124-17 125-19
S3 122-23 123-14 125-14
S4 120-30 121-20 124-30
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
5 129-08 125-20 3-20 2.9% 1-20 1.3% 8% False True 149,285
10 130-30 125-20 5-10 4.2% 1-19 1.3% 6% False True 144,178
20 132-18 123-23 8-27 7.0% 2-05 1.7% 25% False False 175,540
40 132-18 123-04 9-14 7.5% 2-07 1.8% 30% False False 164,463
60 136-17 123-04 13-13 10.6% 2-06 1.7% 21% False False 110,270
80 140-16 123-04 17-12 13.8% 2-05 1.7% 16% False False 82,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-02
2.618 132-04
1.618 130-11
1.000 129-07
0.618 128-17
HIGH 127-14
0.618 126-24
0.500 126-17
0.382 126-10
LOW 125-20
0.618 124-16
1.000 123-26
1.618 122-23
2.618 120-29
4.250 118-00
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 126-17 126-25
PP 126-10 126-16
S1 126-04 126-07

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

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