ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 121-15 121-16 0-02 0.0% 120-14
High 121-26 122-24 0-30 0.8% 123-23
Low 121-02 121-09 0-06 0.2% 120-12
Close 121-22 122-14 0-24 0.6% 122-30
Range 0-24 1-16 0-24 97.9% 3-10
ATR 1-17 1-17 0-00 -0.2% 0-00
Volume 215,462 225,790 10,328 4.8% 865,232
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 126-20 126-01 123-09
R3 125-04 124-17 122-28
R2 123-21 123-21 122-23
R1 123-02 123-02 122-19 123-11
PP 122-05 122-05 122-05 122-10
S1 121-18 121-18 122-10 121-28
S2 120-22 120-22 122-06
S3 119-06 120-03 122-01
S4 117-23 118-19 121-20
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 132-10 130-30 124-24
R3 129-00 127-20 123-27
R2 125-22 125-22 123-17
R1 124-10 124-10 123-07 125-00
PP 122-11 122-11 122-11 122-22
S1 120-31 120-31 122-20 121-21
S2 119-00 119-00 122-10
S3 115-22 117-20 122-00
S4 112-12 114-10 121-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-23 121-02 2-20 2.2% 1-11 1.1% 52% False False 191,351
10 123-23 119-16 4-08 3.5% 1-15 1.2% 70% False False 194,644
20 125-23 119-16 6-08 5.1% 1-13 1.2% 48% False False 177,930
40 130-30 119-16 11-15 9.4% 1-17 1.3% 26% False False 162,793
60 132-18 119-16 13-02 10.7% 1-27 1.5% 23% False False 181,345
80 132-18 119-16 13-02 10.7% 1-30 1.6% 23% False False 141,190
100 140-12 119-16 20-28 17.1% 2-00 1.6% 14% False False 113,048
120 140-16 119-16 21-00 17.2% 2-00 1.6% 14% False False 94,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-02
2.618 126-21
1.618 125-05
1.000 124-08
0.618 123-22
HIGH 122-24
0.618 122-06
0.500 122-01
0.382 121-27
LOW 121-09
0.618 120-12
1.000 119-26
1.618 118-28
2.618 117-13
4.250 114-31
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 122-10 122-13
PP 122-05 122-12
S1 122-01 122-11

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

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