ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	124-24	125-10	0-18	0.5%	124-21
High	125-26	125-31	0-05	0.1%	125-31
Low	124-13	124-08	-0-05	-0.1%	122-26
Close	125-06	124-30	-0-08	-0.2%	124-30
Range	1-13	1-23	0-10	22.2%	3-05
ATR	1-22	1-22	0-00	0.2%	0-00
Volume	10	40	30	300.0%	65

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-07	129-09	125-28
R3	128-16	127-18	125-13
R2	126-25	126-25	125-08
R1	125-27	125-27	125-03	125-14
PP	125-02	125-02	125-02	124-27
S1	124-04	124-04	124-25	123-24
S2	123-11	123-11	124-20
S3	121-20	122-13	124-15
S4	119-29	120-22	124-00

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	134-01	132-21	126-22
R3	130-28	129-16	125-26
R2	127-23	127-23	125-17
R1	126-11	126-11	125-07	127-01
PP	124-18	124-18	124-18	124-30
S1	123-06	123-06	124-21	123-28
S2	121-13	121-13	124-11
S3	118-08	120-01	124-02
S4	115-03	116-28	123-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-31	122-26	3-05	2.5%	1-07	1.0%	67%	True	False	13
10	126-16	122-06	4-10	3.5%	1-18	1.2%	64%	False	False	15
20	127-17	122-00	5-17	4.4%	1-15	1.2%	53%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-09
2.618	130-15
1.618	128-24
1.000	127-22
0.618	127-01
HIGH	125-31
0.618	125-10
0.500	125-04
0.382	124-29
LOW	124-08
0.618	123-06
1.000	122-17
1.618	121-15
2.618	119-24
4.250	116-30

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	125-04	124-24
PP	125-02	124-18
S1	125-00	124-12

Download as Excel Spreadsheet

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

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