ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 115-00 115-30 0-30 0.8% 115-02
High 116-09 116-23 0-14 0.4% 116-09
Low 115-00 115-29 0-29 0.8% 113-04
Close 115-25 116-20 0-27 0.7% 115-25
Range 1-09 0-26 -0-15 -36.6% 3-05
ATR 1-23 1-21 -0-02 -3.3% 0-00
Volume 7,950 4,075 -3,875 -48.7% 46,289
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 118-27 118-18 117-02
R3 118-01 117-24 116-27
R2 117-07 117-07 116-25
R1 116-30 116-30 116-22 117-02
PP 116-13 116-13 116-13 116-16
S1 116-04 116-04 116-18 116-08
S2 115-19 115-19 116-15
S3 114-25 115-10 116-13
S4 113-31 114-16 116-06
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 124-17 123-10 117-17
R3 121-12 120-05 116-21
R2 118-07 118-07 116-12
R1 117-00 117-00 116-02 117-20
PP 115-02 115-02 115-02 115-12
S1 113-27 113-27 115-16 114-14
S2 111-29 111-29 115-06
S3 108-24 110-22 114-29
S4 105-19 107-17 114-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-23 113-04 3-19 3.1% 1-13 1.2% 97% True False 7,752
10 117-28 113-04 4-24 4.1% 1-14 1.2% 73% False False 18,924
20 123-19 113-04 10-15 9.0% 1-25 1.5% 33% False False 166,376
40 127-19 113-04 14-15 12.4% 1-20 1.4% 24% False False 168,116
60 130-30 113-04 17-26 15.3% 1-20 1.4% 20% False False 161,814
80 132-18 113-04 19-14 16.7% 1-27 1.6% 18% False False 173,655
100 132-18 113-04 19-14 16.7% 1-29 1.6% 18% False False 140,015
120 140-12 113-04 27-08 23.4% 1-30 1.7% 13% False False 116,756
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 120-06
2.618 118-27
1.618 118-01
1.000 117-17
0.618 117-07
HIGH 116-23
0.618 116-13
0.500 116-10
0.382 116-07
LOW 115-29
0.618 115-13
1.000 115-03
1.618 114-19
2.618 113-25
4.250 112-14
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 116-17 116-02
PP 116-13 115-16
S1 116-10 114-30

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

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