ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 116-06 114-15 -1-23 -1.5% 117-10
High 116-08 114-22 -1-18 -1.4% 117-13
Low 114-02 112-31 -1-02 -0.9% 112-31
Close 114-14 113-07 -1-07 -1.1% 113-07
Range 2-06 1-22 -0-16 -22.7% 4-14
ATR 1-25 1-25 0-00 -0.3% 0-00
Volume 236,179 232,838 -3,341 -1.4% 1,325,866
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 118-23 117-22 114-05
R3 117-01 115-31 113-22
R2 115-10 115-10 113-17
R1 114-09 114-09 113-12 113-30
PP 113-20 113-20 113-20 113-15
S1 112-18 112-18 113-02 112-08
S2 111-29 111-29 112-29
S3 110-07 110-28 112-24
S4 108-16 109-05 112-09
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 127-27 124-31 115-21
R3 123-13 120-17 114-14
R2 118-31 118-31 114-01
R1 116-03 116-03 113-20 115-10
PP 114-17 114-17 114-17 114-04
S1 111-21 111-21 112-26 110-28
S2 110-03 110-03 112-13
S3 105-21 107-07 112-00
S4 101-07 102-25 110-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-13 112-31 4-14 3.9% 1-27 1.6% 6% False True 265,173
10 119-18 112-31 6-19 5.8% 1-30 1.7% 4% False True 243,478
20 122-11 112-31 9-12 8.3% 1-24 1.5% 3% False True 130,423
40 126-29 112-31 13-30 12.3% 1-18 1.4% 2% False True 65,340
60 130-15 112-31 17-16 15.5% 1-22 1.5% 1% False True 43,614
80 130-15 112-31 17-16 15.5% 1-19 1.4% 1% False True 32,715
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 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-29
2.618 119-04
1.618 117-14
1.000 116-12
0.618 115-23
HIGH 114-22
0.618 114-01
0.500 113-26
0.382 113-20
LOW 112-31
0.618 111-29
1.000 111-08
1.618 110-07
2.618 108-16
4.250 105-23
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 113-26 114-23
PP 113-20 114-07
S1 113-13 113-23

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

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