ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 117-18 116-20 -0-30 -0.8% 119-03
High 118-00 118-11 0-12 0.3% 119-04
Low 115-28 115-30 0-02 0.1% 114-26
Close 116-28 118-06 1-10 1.1% 115-10
Range 2-03 2-12 0-10 14.2% 4-10
ATR 1-22 1-24 0-02 2.9% 0-00
Volume 286,760 250,812 -35,948 -12.5% 1,267,289
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 124-21 123-26 119-16
R3 122-09 121-14 118-27
R2 119-28 119-28 118-20
R1 119-01 119-01 118-13 119-15
PP 117-16 117-16 117-16 117-23
S1 116-21 116-21 117-31 117-02
S2 115-03 115-03 117-24
S3 112-23 114-08 117-17
S4 110-10 111-28 116-28
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
5 118-11 114-26 3-18 3.0% 1-29 1.6% 96% True False 234,966
10 119-08 114-26 4-15 3.8% 1-27 1.6% 76% False False 246,842
20 119-08 114-26 4-15 3.8% 1-24 1.5% 76% False False 233,634
40 121-12 113-22 7-22 6.5% 1-21 1.4% 59% False False 226,139
60 121-31 111-22 10-10 8.7% 1-22 1.4% 63% False False 224,423
80 124-21 111-22 13-00 11.0% 1-19 1.4% 50% False False 169,005
100 129-16 111-22 17-26 15.1% 1-19 1.3% 37% False False 135,240
120 130-15 111-22 18-26 15.9% 1-20 1.4% 35% False False 112,708
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 0-12
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 128-16
2.618 124-19
1.618 122-07
1.000 120-24
0.618 119-26
HIGH 118-11
0.618 117-14
0.500 117-05
0.382 116-28
LOW 115-30
0.618 114-15
1.000 113-18
1.618 112-03
2.618 109-22
4.250 105-25
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 117-27 117-27
PP 117-16 117-15
S1 117-05 117-04

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

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