ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 118-20 119-31 1-10 1.1% 118-22
High 120-02 120-20 0-18 0.5% 120-30
Low 118-06 119-14 1-07 1.0% 118-18
Close 119-24 120-14 0-22 0.6% 118-26
Range 1-28 1-06 -0-22 -35.8% 2-12
ATR 1-21 1-20 -0-01 -2.0% 0-00
Volume 282,713 333,152 50,439 17.8% 1,184,797
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 123-25 123-10 121-04
R3 122-18 122-04 120-25
R2 121-12 121-12 120-22
R1 120-29 120-29 120-18 121-04
PP 120-05 120-05 120-05 120-09
S1 119-23 119-23 120-11 119-30
S2 118-31 118-31 120-07
S3 117-24 118-16 120-04
S4 116-18 117-10 119-25
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 126-20 125-03 120-04
R3 124-07 122-23 119-15
R2 121-27 121-27 119-08
R1 120-10 120-10 119-01 121-02
PP 119-14 119-14 119-14 119-26
S1 117-30 117-30 118-19 118-22
S2 117-02 117-02 118-12
S3 114-21 115-17 118-05
S4 112-09 113-05 117-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-30 118-06 2-24 2.3% 1-19 1.3% 82% False False 276,219
10 120-30 115-28 5-02 4.2% 1-20 1.4% 90% False False 268,627
20 120-30 114-26 6-05 5.1% 1-22 1.4% 92% False False 256,408
40 121-12 114-26 6-18 5.4% 1-20 1.3% 86% False False 238,203
60 121-12 111-22 9-22 8.0% 1-19 1.3% 91% False False 234,616
80 122-11 111-22 10-22 8.9% 1-20 1.3% 82% False False 195,844
100 127-29 111-22 16-08 13.5% 1-19 1.3% 54% False False 156,713
120 130-15 111-22 18-26 15.6% 1-20 1.3% 47% False False 130,612
Crabel Price Patterns
NR True
NR4 False
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 0-12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-24
2.618 123-25
1.618 122-18
1.000 121-26
0.618 121-12
HIGH 120-20
0.618 120-05
0.500 120-01
0.382 119-28
LOW 119-14
0.618 118-22
1.000 118-07
1.618 117-15
2.618 116-09
4.250 114-10
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 120-10 120-05
PP 120-05 119-28
S1 120-01 119-18

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

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