ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 118-08 118-11 0-03 0.1% 114-31
High 118-13 119-10 0-28 0.8% 118-22
Low 117-12 117-31 0-20 0.5% 114-24
Close 118-08 118-30 0-22 0.6% 118-17
Range 1-02 1-10 0-09 26.9% 3-30
ATR 1-18 1-17 -0-01 -1.1% 0-00
Volume 282,646 215,162 -67,484 -23.9% 1,021,757
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 122-23 122-05 119-21
R3 121-12 120-26 119-10
R2 120-02 120-02 119-06
R1 119-16 119-16 119-02 119-25
PP 118-24 118-24 118-24 118-28
S1 118-06 118-06 118-26 118-14
S2 117-13 117-13 118-22
S3 116-02 116-27 118-18
S4 114-24 115-16 118-07
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
5 119-10 117-12 1-30 1.6% 1-06 1.0% 81% True False 209,111
10 119-10 113-22 5-20 4.7% 1-14 1.2% 94% True False 209,075
20 119-10 111-22 7-20 6.4% 1-16 1.3% 95% True False 220,447
40 122-11 111-22 10-22 9.0% 1-20 1.4% 68% False False 169,631
60 126-29 111-22 15-08 12.8% 1-17 1.3% 48% False False 113,162
80 130-15 111-22 18-26 15.8% 1-20 1.4% 39% False False 84,912
100 130-15 111-22 18-26 15.8% 1-18 1.3% 39% False False 67,933
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 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-30
2.618 122-25
1.618 121-14
1.000 120-20
0.618 120-04
HIGH 119-10
0.618 118-25
0.500 118-20
0.382 118-15
LOW 117-31
0.618 117-05
1.000 116-20
1.618 115-26
2.618 114-16
4.250 112-10
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 118-27 118-24
PP 118-24 118-17
S1 118-20 118-10

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

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