ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 115-02 115-00 -0-02 -0.1% 118-23
High 115-26 115-17 -0-08 -0.2% 118-25
Low 114-18 114-19 0-02 0.0% 114-16
Close 114-28 115-02 0-06 0.2% 114-22
Range 1-08 0-30 -0-10 -25.0% 4-09
ATR 1-25 1-23 -0-02 -3.4% 0-00
Volume 11,601 10,411 -1,190 -10.3% 266,627
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 117-28 117-13 115-19
R3 116-30 116-15 115-11
R2 116-00 116-00 115-08
R1 115-17 115-17 115-05 115-25
PP 115-02 115-02 115-02 115-06
S1 114-19 114-19 115-00 114-27
S2 114-04 114-04 114-29
S3 113-06 113-21 114-26
S4 112-08 112-23 114-18
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 128-26 126-01 117-01
R3 124-18 121-24 115-27
R2 120-08 120-08 115-15
R1 117-15 117-15 115-02 116-23
PP 116-00 116-00 116-00 115-20
S1 113-06 113-06 114-09 112-14
S2 111-22 111-22 113-28
S3 107-14 108-29 113-16
S4 103-04 104-20 112-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-28 114-16 3-12 2.9% 1-14 1.3% 17% False False 22,714
10 119-08 114-16 4-24 4.1% 1-25 1.6% 12% False False 177,912
20 123-23 114-16 9-07 8.0% 1-23 1.5% 6% False False 198,540
40 128-08 114-16 13-24 11.9% 1-20 1.4% 4% False False 180,344
60 132-18 114-16 18-02 15.7% 1-25 1.6% 3% False False 177,265
80 132-18 114-16 18-02 15.7% 1-29 1.7% 3% False False 174,099
100 136-17 114-16 22-01 19.1% 1-31 1.7% 3% False False 139,769
120 140-16 114-16 26-00 22.6% 1-31 1.7% 2% False False 116,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 119-16
2.618 118-00
1.618 117-02
1.000 116-15
0.618 116-04
HIGH 115-17
0.618 115-06
0.500 115-02
0.382 114-30
LOW 114-19
0.618 114-00
1.000 113-21
1.618 113-02
2.618 112-04
4.250 110-20
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 115-02 115-10
PP 115-02 115-07
S1 115-02 115-05

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

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