ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 120-08 120-13 0-06 0.1% 118-20
High 121-01 121-10 0-08 0.2% 121-07
Low 119-14 119-14 0-00 0.0% 118-06
Close 120-15 121-04 0-20 0.5% 120-10
Range 1-18 1-27 0-08 16.8% 3-00
ATR 1-17 1-18 0-01 1.5% 0-00
Volume 312,969 117,657 -195,312 -62.4% 1,890,629
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 126-05 125-15 122-04
R3 124-10 123-20 121-20
R2 122-15 122-15 121-14
R1 121-25 121-25 121-09 122-04
PP 120-20 120-20 120-20 120-25
S1 119-30 119-30 120-30 120-09
S2 118-25 118-25 120-25
S3 116-30 118-03 120-19
S4 115-03 116-08 120-03
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 128-31 127-21 121-31
R3 125-30 124-20 121-05
R2 122-30 122-30 120-28
R1 121-20 121-20 120-19 122-09
PP 119-29 119-29 119-29 120-08
S1 118-19 118-19 120-01 119-08
S2 116-29 116-29 119-24
S3 113-28 115-19 119-15
S4 110-28 112-18 118-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-10 119-11 1-30 1.6% 1-10 1.1% 90% True False 341,078
10 121-10 118-06 3-03 2.6% 1-15 1.2% 94% True False 308,648
20 121-10 114-26 6-16 5.4% 1-18 1.3% 97% True False 278,629
40 121-12 114-26 6-18 5.4% 1-20 1.3% 96% False False 256,598
60 121-12 111-22 9-22 8.0% 1-18 1.3% 97% False False 240,738
80 122-11 111-22 10-22 8.8% 1-20 1.3% 88% False False 217,115
100 126-29 111-22 15-08 12.6% 1-18 1.3% 62% False False 173,751
120 130-15 111-22 18-26 15.5% 1-20 1.3% 50% False False 144,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-04
2.618 126-04
1.618 124-09
1.000 123-04
0.618 122-14
HIGH 121-10
0.618 120-19
0.500 120-12
0.382 120-05
LOW 119-14
0.618 118-10
1.000 117-20
1.618 116-15
2.618 114-20
4.250 111-20
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 120-28 120-27
PP 120-20 120-19
S1 120-12 120-10

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

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