ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 119-03 119-02 0-00 0.0% 120-08
High 120-00 121-02 1-02 0.9% 122-08
Low 119-00 119-02 0-02 0.0% 119-14
Close 119-02 121-02 2-00 1.7% 120-01
Range 1-00 2-01 1-01 101.6% 2-26
ATR 1-13 1-14 0-01 3.1% 0-00
Volume 16,790 24,699 7,909 47.1% 537,326
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 126-15 125-25 122-06
R3 124-14 123-25 121-20
R2 122-14 122-14 121-14
R1 121-24 121-24 121-08 122-03
PP 120-13 120-13 120-13 120-18
S1 119-23 119-23 120-28 120-02
S2 118-12 118-12 120-23
S3 116-12 117-23 120-17
S4 114-11 115-22 119-31
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 129-01 127-11 121-19
R3 126-07 124-17 120-26
R2 123-13 123-13 120-18
R1 121-23 121-23 120-09 121-05
PP 120-19 120-19 120-19 120-10
S1 118-29 118-29 119-25 118-11
S2 117-25 117-25 119-17
S3 114-31 116-03 119-08
S4 112-05 113-09 118-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-01 119-00 3-01 2.5% 1-07 1.0% 68% False False 22,394
10 122-08 119-00 3-08 2.7% 1-10 1.1% 64% False False 151,237
20 122-08 115-30 6-10 5.2% 1-13 1.2% 81% False False 213,953
40 122-08 114-26 7-15 6.2% 1-17 1.3% 84% False False 225,479
60 122-08 113-22 8-18 7.1% 1-18 1.3% 86% False False 222,222
80 122-08 111-22 10-19 8.7% 1-19 1.3% 89% False False 218,919
100 126-07 111-22 14-18 12.0% 1-18 1.3% 65% False False 175,487
120 129-16 111-22 17-26 14.7% 1-18 1.3% 53% False False 146,273
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 0-08
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 129-21
2.618 126-12
1.618 124-11
1.000 123-03
0.618 122-10
HIGH 121-02
0.618 120-10
0.500 120-02
0.382 119-27
LOW 119-02
0.618 117-26
1.000 117-01
1.618 115-25
2.618 113-24
4.250 110-15
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 120-24 120-23
PP 120-13 120-12
S1 120-02 120-01

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

View Archives - Comment on this page... - Back to Index of Symbols