ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 126-18 125-22 -0-28 -0.7% 125-26
High 127-19 126-02 -1-17 -1.2% 128-08
Low 125-15 124-18 -0-29 -0.7% 125-00
Close 125-21 124-20 -1-00 -0.8% 125-11
Range 2-04 1-16 -0-20 -29.4% 3-08
ATR 1-29 1-28 -0-01 -1.5% 0-00
Volume 135,068 169,854 34,786 25.8% 664,894
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 129-19 128-20 125-15
R3 128-03 127-04 125-02
R2 126-19 126-19 124-29
R1 125-20 125-20 124-25 125-11
PP 125-03 125-03 125-03 124-31
S1 124-04 124-04 124-16 123-27
S2 123-19 123-19 124-12
S3 122-03 122-20 124-07
S4 120-19 121-04 123-26
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 135-30 133-29 127-04
R3 132-22 130-21 126-08
R2 129-14 129-14 125-30
R1 127-13 127-13 125-21 126-26
PP 126-06 126-06 126-06 125-29
S1 124-05 124-05 125-01 123-18
S2 122-30 122-30 124-24
S3 119-22 120-29 124-14
S4 116-14 117-21 123-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-26 124-18 3-08 2.6% 1-23 1.4% 2% False True 151,617
10 128-08 124-18 3-22 3.0% 1-21 1.3% 2% False True 139,988
20 130-30 124-18 6-12 5.1% 1-21 1.3% 1% False True 147,657
40 132-18 123-04 9-14 7.6% 2-02 1.6% 16% False False 183,053
60 132-18 123-04 9-14 7.6% 2-03 1.7% 16% False False 128,943
80 140-12 123-04 17-08 13.8% 2-04 1.7% 9% False False 96,828
100 140-16 123-04 17-12 13.9% 2-03 1.7% 9% False False 77,481
Crabel Price Patterns
NR True
NR4 True
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 0-11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-14
2.618 130-00
1.618 128-16
1.000 127-18
0.618 127-00
HIGH 126-02
0.618 125-16
0.500 125-10
0.382 125-04
LOW 124-18
0.618 123-20
1.000 123-02
1.618 122-04
2.618 120-20
4.250 118-06
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 125-10 126-02
PP 125-03 125-19
S1 124-28 125-04

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

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