ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 06-Apr-2009

Day Change Summary
	Previous	Current
	03-Apr-2009	06-Apr-2009	Change	Change %	Previous Week
Open	127-20	125-20	-2-00	-1.6%	128-17
High	127-29	126-13	-1-16	-1.2%	129-16
Low	125-17	124-26	-0-23	-0.6%	125-17
Close	125-22	124-25	-0-29	-0.7%	125-22
Range	2-12	1-19	-0-25	-32.9%	3-31
ATR	1-28	1-28	-0-01	-1.1%	0-00
Volume	636	419	-217	-34.1%	1,513

Daily Pivots for day following 06-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-04	129-01	125-21
R3	128-17	127-14	125-07
R2	126-30	126-30	125-02
R1	125-27	125-27	124-30	125-19
PP	125-11	125-11	125-11	125-06
S1	124-08	124-08	124-20	124-00
S2	123-24	123-24	124-16
S3	122-05	122-21	124-11
S4	120-18	121-02	123-29

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	138-26	136-07	127-28
R3	134-27	132-08	126-25
R2	130-28	130-28	126-13
R1	128-09	128-09	126-02	127-19
PP	126-29	126-29	126-29	126-18
S1	124-10	124-10	125-10	123-20
S2	122-30	122-30	124-31
S3	118-31	120-11	124-19
S4	115-00	116-12	123-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-16	124-26	4-22	3.8%	1-21	1.3%	-1%	False	True	374
10	129-16	124-26	4-22	3.8%	1-22	1.4%	-1%	False	True	253
20	130-15	122-20	7-27	6.3%	1-29	1.5%	27%	False	False	158

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	0-12
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-06
2.618	130-19
1.618	129-00
1.000	128-00
0.618	127-13
HIGH	126-13
0.618	125-26
0.500	125-20
0.382	125-13
LOW	124-26
0.618	123-26
1.000	123-07
1.618	122-07
2.618	120-20
4.250	118-01

Fisher Pivots for day following 06-Apr-2009
Pivot	1 day	3 day
R1	125-20	127-05
PP	125-11	126-12
S1	125-02	125-18

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