ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 116-20 118-03 1-15 1.3% 114-31
High 118-10 118-22 0-12 0.3% 118-22
Low 116-06 117-20 1-13 1.2% 114-24
Close 118-00 118-17 0-16 0.4% 118-17
Range 2-03 1-02 -1-00 -48.5% 3-30
ATR 1-22 1-21 -0-01 -2.6% 0-00
Volume 242,550 238,772 -3,778 -1.6% 1,021,757
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 121-16 121-03 119-04
R3 120-14 120-01 118-26
R2 119-11 119-11 118-23
R1 118-30 118-30 118-20 119-05
PP 118-09 118-09 118-09 118-12
S1 117-28 117-28 118-14 118-02
S2 117-06 117-06 118-11
S3 116-04 116-25 118-08
S4 115-01 115-23 117-30
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 129-06 127-26 120-23
R3 125-07 123-27 119-20
R2 121-09 121-09 119-08
R1 119-29 119-29 118-29 120-19
PP 117-10 117-10 117-10 117-21
S1 115-30 115-30 118-05 116-20
S2 113-12 113-12 117-26
S3 109-13 112-00 117-14
S4 105-15 108-01 116-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-22 114-24 3-30 3.3% 1-20 1.4% 96% True False 204,351
10 118-22 113-22 5-00 4.2% 1-18 1.3% 97% True False 210,760
20 118-22 111-22 7-00 5.9% 1-20 1.4% 98% True False 234,759
40 122-11 111-22 10-22 9.0% 1-19 1.3% 64% False False 149,511
60 129-16 111-22 17-26 15.0% 1-18 1.3% 38% False False 99,743
80 130-15 111-22 18-26 15.9% 1-21 1.4% 36% False False 74,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-12
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 123-09
2.618 121-16
1.618 120-14
1.000 119-24
0.618 119-11
HIGH 118-22
0.618 118-09
0.500 118-05
0.382 118-01
LOW 117-20
0.618 116-30
1.000 116-17
1.618 115-28
2.618 114-25
4.250 113-01
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 118-13 118-05
PP 118-09 117-26
S1 118-05 117-14

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

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