ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 123-07 122-13 -0-26 -0.7% 124-05
High 124-12 123-22 -0-22 -0.6% 126-15
Low 122-24 122-06 -0-18 -0.5% 122-00
Close 123-07 122-16 -0-23 -0.6% 122-03
Range 1-20 1-16 -0-04 -7.7% 4-15
ATR 1-19 1-19 0-00 -0.4% 0-00
Volume 22 14 -8 -36.4% 231
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 127-09 126-13 123-10
R3 125-25 124-29 122-29
R2 124-09 124-09 122-25
R1 123-13 123-13 122-20 123-27
PP 122-25 122-25 122-25 123-00
S1 121-29 121-29 122-12 122-11
S2 121-09 121-09 122-07
S3 119-25 120-13 122-03
S4 118-09 118-29 121-22
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 136-30 133-31 124-18
R3 132-15 129-16 123-10
R2 128-00 128-00 122-29
R1 125-01 125-01 122-16 124-09
PP 123-17 123-17 123-17 123-04
S1 120-18 120-18 121-22 119-26
S2 119-02 119-02 121-09
S3 114-19 116-03 120-28
S4 110-04 111-20 119-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-12 122-00 2-12 1.9% 1-16 1.2% 21% False False 18
10 126-15 122-00 4-15 3.6% 1-10 1.1% 11% False False 30
Crabel Price Patterns
NR True
NR4 False
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 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-02
2.618 127-20
1.618 126-04
1.000 125-06
0.618 124-20
HIGH 123-22
0.618 123-04
0.500 122-30
0.382 122-24
LOW 122-06
0.618 121-08
1.000 120-22
1.618 119-24
2.618 118-08
4.250 115-26
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 122-30 123-09
PP 122-25 123-01
S1 122-21 122-24

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

View Archives - Comment on this page... - Back to Index of Symbols