ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 118-04 117-14 -0-22 -0.6% 120-24
High 118-16 117-28 -0-20 -0.5% 121-10
Low 117-06 115-18 -1-20 -1.4% 116-04
Close 117-09 115-20 -1-21 -1.4% 116-08
Range 1-10 2-10 1-00 77.1% 5-06
ATR 1-21 1-23 0-01 2.7% 0-00
Volume 270,851 189,606 -81,245 -30.0% 1,163,713
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 123-08 121-23 116-28
R3 120-30 119-14 116-08
R2 118-21 118-21 116-01
R1 117-04 117-04 115-27 116-24
PP 116-11 116-11 116-11 116-05
S1 114-27 114-27 115-13 114-14
S2 114-02 114-02 115-07
S3 111-24 112-17 115-00
S4 109-15 110-08 114-12
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 133-14 130-02 119-04
R3 128-08 124-28 117-22
R2 123-02 123-02 117-07
R1 119-22 119-22 116-24 118-25
PP 117-28 117-28 117-28 117-14
S1 114-16 114-16 115-25 113-19
S2 112-22 112-22 115-10
S3 107-16 109-10 114-27
S4 102-10 104-04 113-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-16 115-14 3-02 2.7% 1-29 1.6% 7% False False 211,556
10 121-10 115-14 5-28 5.1% 1-25 1.5% 3% False False 231,499
20 121-12 115-14 5-30 5.1% 1-19 1.4% 3% False False 220,247
40 121-12 111-22 9-22 8.4% 1-20 1.4% 41% False False 234,758
60 123-00 111-22 11-10 9.8% 1-19 1.4% 35% False False 165,083
80 129-16 111-22 17-26 15.4% 1-18 1.4% 22% False False 123,856
100 130-15 111-22 18-26 16.3% 1-21 1.4% 21% False False 99,098
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 0-13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-20
2.618 123-28
1.618 121-18
1.000 120-05
0.618 119-09
HIGH 117-28
0.618 116-31
0.500 116-23
0.382 116-14
LOW 115-18
0.618 114-05
1.000 113-08
1.618 111-27
2.618 109-18
4.250 105-26
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 116-23 117-01
PP 116-11 116-18
S1 116-00 116-03

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

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