ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 121-07 118-31 -2-08 -1.9% 121-20
High 121-31 119-18 -2-13 -2.0% 122-07
Low 118-21 117-28 -0-25 -0.7% 117-28
Close 119-00 117-30 -1-02 -0.9% 117-30
Range 3-10 1-22 -1-20 -49.1% 4-11
ATR 1-18 1-19 0-00 0.5% 0-00
Volume 91,935 87,960 -3,975 -4.3% 249,053
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 123-17 122-13 118-28
R3 121-27 120-23 118-13
R2 120-05 120-05 118-08
R1 119-01 119-01 118-03 118-24
PP 118-15 118-15 118-15 118-10
S1 117-11 117-11 117-25 117-02
S2 116-25 116-25 117-20
S3 115-03 115-21 117-15
S4 113-13 113-31 117-00
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 132-12 129-16 120-10
R3 128-01 125-05 119-04
R2 123-22 123-22 118-23
R1 120-26 120-26 118-11 120-02
PP 119-11 119-11 119-11 118-31
S1 116-15 116-15 117-17 115-24
S2 115-00 115-00 117-05
S3 110-21 112-04 116-24
S4 106-10 107-25 115-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-07 117-28 4-11 3.7% 1-28 1.6% 1% False True 49,810
10 122-11 117-28 4-15 3.8% 1-18 1.3% 1% False True 26,050
20 124-10 117-28 6-14 5.5% 1-15 1.2% 1% False True 13,265
40 129-16 117-28 11-20 9.9% 1-15 1.2% 1% False True 6,720
60 130-15 117-28 12-19 10.7% 1-20 1.4% 0% False True 4,502
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 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-24
2.618 123-31
1.618 122-09
1.000 121-08
0.618 120-19
HIGH 119-18
0.618 118-29
0.500 118-23
0.382 118-17
LOW 117-28
0.618 116-27
1.000 116-06
1.618 115-05
2.618 113-15
4.250 110-22
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 118-23 119-30
PP 118-15 119-08
S1 118-06 118-19

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

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