ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 119-15 120-24 1-09 1.1% 118-28
High 121-02 121-10 0-08 0.2% 121-12
Low 119-14 119-26 0-12 0.3% 118-06
Close 120-23 120-02 -0-22 -0.6% 120-23
Range 1-20 1-16 -0-04 -8.7% 3-06
ATR 1-19 1-18 0-00 -0.4% 0-00
Volume 306,487 233,938 -72,549 -23.7% 1,108,339
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 124-27 123-30 120-28
R3 123-11 122-14 120-15
R2 121-28 121-28 120-10
R1 120-31 120-31 120-06 120-22
PP 120-12 120-12 120-12 120-08
S1 119-15 119-15 119-29 119-06
S2 118-29 118-29 119-25
S3 117-13 118-00 119-20
S4 115-30 116-16 119-07
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 129-19 128-11 122-15
R3 126-14 125-05 121-19
R2 123-08 123-08 121-10
R1 122-00 122-00 121-00 122-20
PP 120-03 120-03 120-03 120-13
S1 118-26 118-26 120-14 119-14
S2 116-29 116-29 120-04
S3 113-24 115-21 119-27
S4 110-18 112-15 118-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-12 118-06 3-06 2.6% 1-21 1.4% 59% False False 232,636
10 121-12 117-12 4-00 3.3% 1-13 1.2% 67% False False 214,906
20 121-12 113-22 7-22 6.4% 1-16 1.2% 83% False False 212,833
40 122-11 111-22 10-22 8.9% 1-21 1.4% 78% False False 202,932
60 126-07 111-22 14-18 12.1% 1-18 1.3% 58% False False 135,517
80 130-15 111-22 18-26 15.7% 1-18 1.3% 45% False False 101,689
100 130-15 111-22 18-26 15.7% 1-19 1.3% 45% False False 81,355
Crabel Price Patterns
NR True
NR4 True
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 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-19
2.618 125-06
1.618 123-22
1.000 122-25
0.618 122-07
HIGH 121-10
0.618 120-23
0.500 120-18
0.382 120-12
LOW 119-26
0.618 118-29
1.000 118-10
1.618 117-13
2.618 115-30
4.250 113-16
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 120-18 120-08
PP 120-12 120-06
S1 120-07 120-04

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

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