ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 125-26 127-03 1-08 1.0% 127-06
High 127-13 128-00 0-18 0.5% 127-30
Low 125-18 126-14 0-28 0.7% 125-20
Close 127-03 127-21 0-18 0.4% 125-30
Range 1-27 1-18 -0-09 -15.3% 2-10
ATR 2-00 1-31 -0-01 -1.6% 0-00
Volume 147,420 94,169 -53,251 -36.1% 598,862
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 132-01 131-13 128-16
R3 130-15 129-27 128-03
R2 128-29 128-29 127-30
R1 128-09 128-09 127-26 128-19
PP 127-11 127-11 127-11 127-16
S1 126-23 126-23 127-16 127-01
S2 125-25 125-25 127-12
S3 124-07 125-05 127-07
S4 122-21 123-19 126-26
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 133-12 131-30 127-06
R3 131-03 129-21 126-18
R2 128-25 128-25 126-11
R1 127-11 127-11 126-04 126-30
PP 126-16 126-16 126-16 126-09
S1 125-02 125-02 125-23 124-20
S2 124-06 124-06 125-16
S3 121-29 122-24 125-09
S4 119-19 120-15 124-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-00 125-18 2-14 1.9% 1-16 1.2% 86% True False 131,395
10 130-30 125-18 5-12 4.2% 1-20 1.3% 39% False False 139,656
20 132-18 123-23 8-27 6.9% 2-03 1.6% 45% False False 165,425
40 132-18 123-04 9-14 7.4% 2-06 1.7% 48% False False 170,073
60 135-17 123-04 12-13 9.7% 2-06 1.7% 37% False False 114,267
80 140-16 123-04 17-12 13.6% 2-04 1.7% 26% False False 85,790
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-20
2.618 132-02
1.618 130-16
1.000 129-18
0.618 128-30
HIGH 128-00
0.618 127-12
0.500 127-06
0.382 127-01
LOW 126-14
0.618 125-15
1.000 124-28
1.618 123-29
2.618 122-11
4.250 119-25
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 127-16 127-12
PP 127-11 127-02
S1 127-06 126-25

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

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