ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 119-09 119-18 0-09 0.2% 117-19
High 119-24 119-31 0-07 0.2% 119-22
Low 118-31 118-25 -0-06 -0.2% 117-10
Close 119-19 119-03 -0-16 -0.4% 117-18
Range 0-25 1-06 0-13 52.0% 2-12
ATR 1-17 1-16 -0-01 -1.6% 0-00
Volume 162,459 253,416 90,957 56.0% 105,046
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 122-27 122-05 119-24
R3 121-21 120-31 119-13
R2 120-15 120-15 119-10
R1 119-25 119-25 119-06 119-17
PP 119-09 119-09 119-09 119-05
S1 118-19 118-19 119-00 118-11
S2 118-03 118-03 118-28
S3 116-29 117-13 118-25
S4 115-23 116-07 118-14
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 125-10 123-26 118-28
R3 122-30 121-14 118-07
R2 120-18 120-18 118-00
R1 119-02 119-02 117-25 118-20
PP 118-06 118-06 118-06 117-31
S1 116-22 116-22 117-11 116-08
S2 115-26 115-26 117-04
S3 113-14 114-10 116-29
S4 111-02 111-30 116-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-31 116-30 3-01 2.5% 1-16 1.2% 71% True False 119,697
10 119-31 116-18 3-13 2.9% 1-12 1.2% 74% True False 68,891
20 119-31 113-16 6-15 5.4% 1-18 1.3% 86% True False 35,056
40 120-01 113-16 6-17 5.5% 1-16 1.3% 86% False False 17,627
60 120-01 110-08 9-25 8.2% 1-13 1.2% 90% False False 11,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-00
2.618 123-02
1.618 121-28
1.000 121-05
0.618 120-22
HIGH 119-31
0.618 119-16
0.500 119-12
0.382 119-08
LOW 118-25
0.618 118-02
1.000 117-19
1.618 116-28
2.618 115-22
4.250 113-24
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 119-12 119-03
PP 119-09 119-03
S1 119-06 119-02

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

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