ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 116-08 117-18 1-10 1.1% 119-03
High 117-22 118-00 0-10 0.3% 119-04
Low 116-04 115-28 -0-07 -0.2% 114-26
Close 117-16 116-28 -0-20 -0.5% 115-10
Range 1-18 2-03 0-16 32.7% 4-10
ATR 1-21 1-22 0-01 1.9% 0-00
Volume 177,342 286,760 109,418 61.7% 1,267,289
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 123-06 122-04 118-00
R3 121-03 120-01 117-14
R2 119-00 119-00 117-08
R1 117-30 117-30 117-02 117-14
PP 116-29 116-29 116-29 116-21
S1 115-27 115-27 116-21 115-10
S2 114-26 114-26 116-15
S3 112-23 113-24 116-09
S4 110-20 111-21 115-23
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 129-11 126-20 117-22
R3 125-01 122-10 116-16
R2 120-23 120-23 116-03
R1 118-00 118-00 115-23 117-07
PP 116-13 116-13 116-13 116-00
S1 113-22 113-22 114-29 112-29
S2 112-03 112-03 114-17
S3 107-25 109-12 114-04
S4 103-15 105-02 112-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-00 114-26 3-06 2.7% 1-22 1.4% 65% True False 239,121
10 119-08 114-26 4-15 3.8% 1-25 1.5% 46% False False 250,014
20 119-08 114-26 4-15 3.8% 1-22 1.4% 46% False False 237,005
40 121-12 113-22 7-22 6.6% 1-20 1.4% 41% False False 226,357
60 121-31 111-22 10-10 8.8% 1-21 1.4% 50% False False 220,575
80 126-07 111-22 14-18 12.4% 1-19 1.4% 36% False False 165,870
100 129-16 111-22 17-26 15.3% 1-19 1.4% 29% False False 132,737
120 130-15 111-22 18-26 16.1% 1-20 1.4% 28% False False 110,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 126-28
2.618 123-15
1.618 121-12
1.000 120-02
0.618 119-09
HIGH 118-00
0.618 117-06
0.500 116-30
0.382 116-22
LOW 115-28
0.618 114-19
1.000 113-26
1.618 112-16
2.618 110-13
4.250 107-00
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 116-30 116-23
PP 116-29 116-18
S1 116-28 116-14

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

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