ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 118-22 119-14 0-24 0.6% 118-10
High 119-20 121-12 1-23 1.4% 119-10
Low 118-06 119-13 1-07 1.0% 117-12
Close 119-14 121-08 1-26 1.5% 118-30
Range 1-14 1-30 0-16 34.4% 1-30
ATR 1-16 1-17 0-01 2.2% 0-00
Volume 142,817 194,226 51,409 36.0% 806,784
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 126-17 125-27 122-10
R3 124-18 123-28 121-25
R2 122-20 122-20 121-19
R1 121-30 121-30 121-14 122-09
PP 120-22 120-22 120-22 120-27
S1 120-00 120-00 121-02 120-10
S2 118-23 118-23 120-29
S3 116-24 118-01 120-23
S4 114-26 116-02 120-06
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 124-11 123-18 120-00
R3 122-13 121-20 119-15
R2 120-15 120-15 119-09
R1 119-22 119-22 119-04 120-03
PP 118-17 118-17 118-17 118-23
S1 117-24 117-24 118-24 118-05
S2 116-19 116-19 118-19
S3 114-21 115-26 118-13
S4 112-23 113-28 117-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-12 117-12 4-00 3.3% 1-11 1.1% 97% True False 202,789
10 121-12 116-06 5-05 4.3% 1-13 1.2% 98% True False 200,720
20 121-12 111-22 9-22 8.0% 1-16 1.2% 99% True False 209,511
40 122-11 111-22 10-22 8.8% 1-20 1.3% 90% False False 182,437
60 126-29 111-22 15-08 12.6% 1-17 1.3% 63% False False 121,751
80 130-15 111-22 18-26 15.5% 1-20 1.3% 51% False False 91,363
100 130-15 111-22 18-26 15.5% 1-19 1.3% 51% False False 73,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 129-21
2.618 126-15
1.618 124-17
1.000 123-10
0.618 122-18
HIGH 121-12
0.618 120-20
0.500 120-12
0.382 120-05
LOW 119-13
0.618 118-06
1.000 117-14
1.618 116-08
2.618 114-09
4.250 111-03
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 120-31 120-24
PP 120-22 120-08
S1 120-12 119-25

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

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