ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	115-00	116-23	1-23	1.5%	115-00
High	116-31	117-12	0-13	0.3%	117-12
Low	114-30	116-10	1-12	1.2%	114-12
Close	116-22	117-07	0-17	0.5%	117-07
Range	2-01	1-02	-0-31	-47.7%	3-00
ATR	1-18	1-17	-0-01	-2.3%	0-00
Volume	59	77	18	30.5%	214

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-05	119-24	117-26
R3	119-03	118-22	117-16
R2	118-01	118-01	117-13
R1	117-20	117-20	117-10	117-26
PP	116-31	116-31	116-31	117-02
S1	116-18	116-18	117-04	116-24
S2	115-29	115-29	117-01
S3	114-27	115-16	116-30
S4	113-25	114-14	116-20

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-10	124-09	118-28
R3	122-10	121-09	118-01
R2	119-10	119-10	117-25
R1	118-09	118-09	117-16	118-26
PP	116-10	116-10	116-10	116-19
S1	115-09	115-09	116-30	115-26
S2	113-10	113-10	116-21
S3	110-10	112-09	116-13
S4	107-10	109-09	115-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-12	114-12	3-00	2.6%	1-11	1.2%	95%	True	False	42
10	117-12	112-15	4-29	4.2%	1-09	1.1%	97%	True	False	44
20	117-12	110-08	7-04	6.1%	1-11	1.1%	98%	True	False	47

Crabel Price Patterns
NR	True
NR4	True
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-28
2.618	120-05
1.618	119-03
1.000	118-14
0.618	118-01
HIGH	117-12
0.618	116-31
0.500	116-27
0.382	116-23
LOW	116-10
0.618	115-21
1.000	115-08
1.618	114-19
2.618	113-17
4.250	111-26

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	117-03	116-28
PP	116-31	116-16
S1	116-27	116-05

Download as Excel Spreadsheet

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

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