ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 122-08 122-12 0-04 0.1% 124-12
High 122-22 122-26 0-03 0.1% 125-23
Low 121-24 121-27 0-03 0.1% 121-21
Close 122-16 122-18 0-01 0.0% 122-05
Range 0-30 0-30 0-00 0.0% 4-02
ATR 1-22 1-20 -0-02 -3.1% 0-00
Volume 146,280 113,597 -32,683 -22.3% 854,774
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 125-08 124-27 123-02
R3 124-10 123-29 122-26
R2 123-11 123-11 122-23
R1 122-30 122-30 122-20 123-05
PP 122-13 122-13 122-13 122-16
S1 122-00 122-00 122-15 122-06
S2 121-14 121-14 122-12
S3 120-16 121-01 122-09
S4 119-17 120-03 122-01
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 135-12 132-26 124-12
R3 131-10 128-24 123-09
R2 127-08 127-08 122-29
R1 124-22 124-22 122-17 123-30
PP 123-06 123-06 123-06 122-26
S1 120-20 120-20 121-25 119-28
S2 119-04 119-04 121-13
S3 115-02 116-18 121-01
S4 111-00 112-16 119-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-13 121-21 2-24 2.2% 1-11 1.1% 32% False False 166,511
10 126-02 121-21 4-13 3.6% 1-12 1.1% 20% False False 164,379
20 128-08 121-21 6-19 5.4% 1-16 1.2% 14% False False 150,762
40 132-18 121-21 10-29 8.9% 1-28 1.5% 8% False False 166,962
60 132-18 121-21 10-29 8.9% 2-00 1.6% 8% False False 153,256
80 136-17 121-21 14-28 12.1% 2-02 1.7% 6% False False 115,226
100 140-16 121-21 18-27 15.4% 2-01 1.7% 5% False False 92,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Fibonacci Retracements and Extensions
4.250 126-27
2.618 125-09
1.618 124-11
1.000 123-24
0.618 123-12
HIGH 122-26
0.618 122-14
0.500 122-10
0.382 122-07
LOW 121-27
0.618 121-08
1.000 120-28
1.618 120-10
2.618 119-11
4.250 117-25
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 122-15 122-14
PP 122-13 122-11
S1 122-10 122-07

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

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