ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 118-31 118-01 -0-30 -0.8% 121-20
High 119-18 118-16 -1-02 -0.9% 122-07
Low 117-28 116-20 -1-08 -1.1% 117-28
Close 117-30 117-09 -0-21 -0.6% 117-30
Range 1-22 1-28 0-06 11.1% 4-11
ATR 1-19 1-19 0-01 1.3% 0-00
Volume 87,960 82,967 -4,993 -5.7% 249,053
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 123-03 122-02 118-10
R3 121-07 120-06 117-26
R2 119-11 119-11 117-20
R1 118-10 118-10 117-14 117-28
PP 117-15 117-15 117-15 117-08
S1 116-14 116-14 117-04 116-00
S2 115-19 115-19 116-30
S3 113-23 114-18 116-24
S4 111-27 112-22 116-08
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
5 121-31 116-20 5-11 4.6% 1-26 1.5% 12% False True 62,719
10 122-11 116-20 5-23 4.9% 1-20 1.4% 11% False True 34,137
20 124-10 116-20 7-22 6.6% 1-16 1.3% 9% False True 17,412
40 129-16 116-20 12-28 11.0% 1-15 1.3% 5% False True 8,794
60 130-15 116-20 13-27 11.8% 1-20 1.4% 5% False True 5,884
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 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
4.250 126-15
2.618 123-13
1.618 121-17
1.000 120-12
0.618 119-21
HIGH 118-16
0.618 117-25
0.500 117-18
0.382 117-11
LOW 116-20
0.618 115-15
1.000 114-24
1.618 113-19
2.618 111-23
4.250 108-21
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 117-18 119-10
PP 117-15 118-20
S1 117-12 117-30

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

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