ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	127-09	126-01	-1-08	-1.0%	124-29
High	127-09	127-14	0-05	0.1%	130-15
Low	125-23	125-21	-0-02	0.0%	122-20
Close	126-15	127-09	0-26	0.6%	128-00
Range	1-18	1-25	0-07	14.0%	7-27
ATR	2-01	2-01	-0-01	-0.9%	0-00
Volume	138	60	-78	-56.5%	135

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	132-04	131-16	128-08
R3	130-11	129-23	127-25
R2	128-18	128-18	127-19
R1	127-30	127-30	127-14	128-08
PP	126-25	126-25	126-25	126-30
S1	126-05	126-05	127-04	126-15
S2	125-00	125-00	126-31
S3	123-07	124-12	126-25
S4	121-14	122-19	126-10

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	150-18	147-04	132-10
R3	142-23	139-09	130-05
R2	134-28	134-28	129-14
R1	131-14	131-14	128-23	133-05
PP	127-01	127-01	127-01	127-28
S1	123-19	123-19	127-09	125-10
S2	119-06	119-06	126-18
S3	111-11	115-24	125-27
S4	103-16	107-29	123-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-00	125-17	3-15	2.7%	1-23	1.4%	50%	False	False	222
10	130-15	122-20	7-27	6.2%	2-11	1.8%	59%	False	False	119
20	130-15	122-00	8-15	6.7%	1-30	1.5%	62%	False	False	66

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	135-00
2.618	132-03
1.618	130-10
1.000	129-07
0.618	128-17
HIGH	127-14
0.618	126-24
0.500	126-18
0.382	126-11
LOW	125-21
0.618	124-18
1.000	123-28
1.618	122-25
2.618	121-00
4.250	118-03

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	127-01	127-03
PP	126-25	126-30
S1	126-18	126-24

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