ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 114-26 115-26 1-00 0.9% 113-20
High 116-01 116-17 0-16 0.4% 115-20
Low 114-17 115-01 0-16 0.4% 112-15
Close 115-28 115-08 -0-20 -0.5% 113-17
Range 1-16 1-16 0-00 0.0% 3-05
ATR 1-17 1-17 0-00 -0.2% 0-00
Volume 25 40 15 60.0% 226
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 120-03 119-06 116-02
R3 118-19 117-22 115-21
R2 117-03 117-03 115-17
R1 116-06 116-06 115-12 115-28
PP 115-19 115-19 115-19 115-15
S1 114-22 114-22 115-04 114-12
S2 114-03 114-03 114-31
S3 112-19 113-06 114-27
S4 111-03 111-22 114-14
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 123-11 121-19 115-09
R3 120-06 118-14 114-13
R2 117-01 117-01 114-04
R1 115-09 115-09 113-26 114-18
PP 113-28 113-28 113-28 113-17
S1 112-04 112-04 113-08 111-14
S2 110-23 110-23 112-30
S3 107-18 108-31 112-21
S4 104-13 105-26 111-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-17 112-15 4-02 3.5% 1-10 1.1% 68% True False 48
10 116-17 110-08 6-09 5.5% 1-10 1.1% 80% True False 34
20 116-17 110-08 6-09 5.5% 1-10 1.1% 80% True False 43
Crabel Price Patterns
NR False
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 0-10
Fibonacci Retracements and Extensions
4.250 122-29
2.618 120-15
1.618 118-31
1.000 118-01
0.618 117-15
HIGH 116-17
0.618 115-31
0.500 115-25
0.382 115-19
LOW 115-01
0.618 114-03
1.000 113-17
1.618 112-19
2.618 111-03
4.250 108-21
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 115-25 115-14
PP 115-19 115-12
S1 115-14 115-10

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

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