ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 114-08 114-31 0-23 0.6% 114-08
High 115-03 116-13 1-10 1.1% 117-04
Low 113-22 114-24 1-02 0.9% 113-22
Close 114-28 116-12 1-16 1.3% 114-28
Range 1-13 1-22 0-08 18.9% 3-14
ATR 1-22 1-22 0-00 0.0% 0-00
Volume 262,214 166,922 -95,292 -36.3% 1,085,847
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 120-27 120-09 117-09
R3 119-06 118-19 116-26
R2 117-16 117-16 116-21
R1 116-30 116-30 116-16 117-07
PP 115-27 115-27 115-27 115-31
S1 115-08 115-08 116-07 115-18
S2 114-05 114-05 116-02
S3 112-16 113-19 115-29
S4 110-26 111-29 115-14
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 125-17 123-20 116-24
R3 122-03 120-06 115-26
R2 118-21 118-21 115-16
R1 116-24 116-24 115-06 117-23
PP 115-07 115-07 115-07 115-22
S1 113-10 113-10 114-17 114-09
S2 111-25 111-25 114-07
S3 108-11 109-28 113-29
S4 104-29 106-14 112-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-04 113-22 3-14 3.0% 1-20 1.4% 78% False False 212,835
10 117-04 111-22 5-14 4.7% 1-18 1.3% 86% False False 219,683
20 118-16 111-22 6-26 5.9% 1-23 1.5% 69% False False 243,065
40 124-10 111-22 12-20 10.9% 1-19 1.4% 37% False False 128,165
60 129-16 111-22 17-26 15.3% 1-18 1.3% 26% False False 85,502
80 130-15 111-22 18-26 16.2% 1-21 1.4% 25% False False 64,143
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-16
2.618 120-25
1.618 119-04
1.000 118-02
0.618 117-14
HIGH 116-13
0.618 115-25
0.500 115-18
0.382 115-12
LOW 114-24
0.618 113-22
1.000 113-02
1.618 112-01
2.618 110-11
4.250 107-20
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 116-03 115-30
PP 115-27 115-16
S1 115-18 115-02

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

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