ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 121-02 121-02 -0-01 0.0% 119-01
High 121-03 123-00 1-29 1.6% 121-00
Low 121-00 121-00 0-00 0.0% 118-01
Close 121-01 122-02 1-01 0.8% 120-03
Range 0-02 2-00 1-29 2,669.6% 3-00
ATR 1-08 1-09 0-02 4.3% 0-00
Volume 177,218 228,529 51,311 29.0% 978,833
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 128-00 127-01 123-05
R3 126-00 125-01 122-20
R2 124-01 124-01 122-14
R1 123-01 123-01 122-08 123-17
PP 122-01 122-01 122-01 122-09
S1 121-02 121-02 121-28 121-17
S2 120-01 120-01 121-22
S3 118-01 119-02 121-17
S4 116-02 117-02 120-31
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 128-21 127-12 121-23
R3 125-22 124-12 120-29
R2 122-22 122-22 120-20
R1 121-12 121-12 120-12 122-01
PP 119-23 119-23 119-23 120-01
S1 118-13 118-13 119-26 119-02
S2 116-23 116-23 119-17
S3 113-23 115-13 119-09
S4 110-24 112-14 118-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-00 119-03 3-29 3.2% 1-06 1.0% 76% True False 189,320
10 123-00 118-01 4-31 4.1% 1-03 0.9% 81% True False 194,524
20 123-00 117-02 5-30 4.9% 1-08 1.0% 84% True False 190,485
40 123-00 113-16 9-16 7.8% 1-12 1.1% 90% True False 136,984
60 123-00 113-16 9-16 7.8% 1-14 1.2% 90% True False 91,456
80 123-00 110-08 12-24 10.4% 1-13 1.1% 93% True False 68,610
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 0-04
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 131-15
2.618 128-07
1.618 126-07
1.000 125-00
0.618 124-07
HIGH 123-00
0.618 122-08
0.500 122-00
0.382 121-25
LOW 121-00
0.618 119-25
1.000 119-01
1.618 117-25
2.618 115-26
4.250 112-18
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 122-01 121-29
PP 122-01 121-23
S1 122-00 121-17

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

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