ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 119-03 120-02 0-31 0.8% 119-26
High 121-00 120-03 -0-30 -0.8% 121-00
Low 119-02 119-02 -0-01 0.0% 118-02
Close 120-02 119-02 -1-00 -0.8% 119-02
Range 1-30 1-01 -0-29 -46.5% 2-30
ATR 1-10 1-09 -0-01 -1.4% 0-00
Volume 157,924 214,080 56,156 35.6% 1,120,250
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 122-16 121-26 119-21
R3 121-15 120-25 119-12
R2 120-14 120-14 119-09
R1 119-24 119-24 119-06 119-19
PP 119-13 119-13 119-13 119-10
S1 118-23 118-23 118-31 118-18
S2 118-12 118-12 118-28
S3 117-11 117-22 118-25
S4 116-10 116-21 118-16
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 128-07 126-19 120-22
R3 125-09 123-21 119-28
R2 122-10 122-10 119-19
R1 120-22 120-22 119-10 120-01
PP 119-12 119-12 119-12 119-02
S1 117-24 117-24 118-25 117-03
S2 116-14 116-14 118-16
S3 113-15 114-25 118-08
S4 110-17 111-27 117-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-00 118-02 2-30 2.5% 1-06 1.0% 35% False False 221,404
10 123-01 118-02 4-31 4.2% 1-12 1.2% 20% False False 223,343
20 123-02 118-02 5-00 4.2% 1-08 1.0% 20% False False 218,256
40 123-02 117-02 6-01 5.1% 1-09 1.1% 34% False False 209,148
60 123-02 113-16 9-18 8.0% 1-12 1.2% 58% False False 144,190
80 123-02 113-16 9-18 8.0% 1-12 1.2% 58% False False 108,192
100 123-02 110-08 12-26 10.8% 1-11 1.1% 69% False False 86,562
Crabel Price Patterns
NR True
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-15
2.618 122-25
1.618 121-24
1.000 121-04
0.618 120-23
HIGH 120-03
0.618 119-22
0.500 119-18
0.382 119-14
LOW 119-02
0.618 118-13
1.000 118-00
1.618 117-12
2.618 116-11
4.250 114-21
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 119-18 120-00
PP 119-13 119-22
S1 119-08 119-12

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

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