ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 125-14 126-01 0-19 0.5% 128-17
High 125-29 126-19 0-22 0.5% 129-16
Low 125-00 125-17 0-17 0.4% 125-17
Close 125-16 126-10 0-26 0.6% 125-22
Range 0-29 1-02 0-05 17.2% 3-31
ATR 1-26 1-24 -0-02 -2.8% 0-00
Volume 64 21 -43 -67.2% 1,513
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 129-11 128-28 126-29
R3 128-09 127-26 126-19
R2 127-07 127-07 126-16
R1 126-24 126-24 126-13 127-00
PP 126-05 126-05 126-05 126-08
S1 125-22 125-22 126-07 125-30
S2 125-03 125-03 126-04
S3 124-01 124-20 126-01
S4 122-31 123-18 125-23
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 3.7% 1-19 1.3% 32% False False 332
10 129-16 124-26 4-22 3.7% 1-16 1.2% 32% False False 210
20 130-15 122-20 7-27 6.2% 1-29 1.5% 47% False False 162
40 130-15 122-00 8-15 6.7% 1-20 1.3% 51% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-04
2.618 129-12
1.618 128-10
1.000 127-21
0.618 127-08
HIGH 126-19
0.618 126-06
0.500 126-02
0.382 125-30
LOW 125-17
0.618 124-28
1.000 124-15
1.618 123-26
2.618 122-24
4.250 121-00
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 126-07 126-04
PP 126-05 125-29
S1 126-02 125-22

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

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