ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 118-01 116-22 -1-11 -1.1% 121-20
High 118-16 117-04 -1-12 -1.2% 122-07
Low 116-20 114-12 -2-08 -1.9% 117-28
Close 117-09 115-10 -1-31 -1.7% 117-30
Range 1-28 2-24 0-28 46.7% 4-11
ATR 1-19 1-22 0-03 5.8% 0-00
Volume 82,967 166,491 83,524 100.7% 249,053
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 123-27 122-11 116-26
R3 121-03 119-19 116-02
R2 118-11 118-11 115-26
R1 116-27 116-27 115-18 116-07
PP 115-19 115-19 115-19 115-10
S1 114-03 114-03 115-02 113-15
S2 112-27 112-27 114-26
S3 110-03 111-11 114-18
S4 107-11 108-19 113-26
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
5 121-31 114-12 7-19 6.6% 2-07 1.9% 12% False True 92,040
10 122-11 114-12 7-31 6.9% 1-24 1.5% 12% False True 50,576
20 123-00 114-12 8-20 7.5% 1-17 1.3% 11% False True 25,735
40 129-16 114-12 15-04 13.1% 1-16 1.3% 6% False True 12,954
60 130-15 114-12 16-03 14.0% 1-21 1.4% 6% False True 8,659
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 3 trading days
Fibonacci Retracements and Extensions
4.250 128-26
2.618 124-10
1.618 121-18
1.000 119-28
0.618 118-26
HIGH 117-04
0.618 116-02
0.500 115-24
0.382 115-14
LOW 114-12
0.618 112-22
1.000 111-20
1.618 109-30
2.618 107-06
4.250 102-22
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 115-24 116-31
PP 115-19 116-13
S1 115-15 115-28

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

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