ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 120-02 120-00 -0-02 0.0% 119-26
High 120-03 120-01 -0-02 0.0% 121-00
Low 119-02 119-01 -0-01 0.0% 118-02
Close 119-02 119-02 0-00 0.0% 119-02
Range 1-01 1-00 -0-01 -2.7% 2-30
ATR 1-09 1-08 -0-01 -1.5% 0-00
Volume 214,080 243,775 29,695 13.9% 1,120,250
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 122-13 121-23 119-20
R3 121-12 120-23 119-11
R2 120-12 120-12 119-08
R1 119-23 119-23 119-05 119-18
PP 119-12 119-12 119-12 119-09
S1 118-23 118-23 118-31 118-17
S2 118-12 118-12 118-28
S3 117-12 117-23 118-25
S4 116-11 116-22 118-16
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% 34% False False 213,898
10 122-00 118-02 3-30 3.3% 1-09 1.1% 25% False False 226,450
20 123-02 118-02 5-00 4.2% 1-08 1.0% 20% False False 217,881
40 123-02 117-02 6-01 5.1% 1-09 1.1% 33% False False 211,181
60 123-02 113-16 9-18 8.0% 1-12 1.2% 58% False False 148,252
80 123-02 113-16 9-18 8.0% 1-12 1.2% 58% False False 111,238
100 123-02 110-08 12-26 10.8% 1-12 1.1% 69% False False 88,999
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-04
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-10
2.618 122-21
1.618 121-21
1.000 121-01
0.618 120-21
HIGH 120-01
0.618 119-21
0.500 119-17
0.382 119-13
LOW 119-01
0.618 118-13
1.000 118-01
1.618 117-13
2.618 116-13
4.250 114-24
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 119-17 120-00
PP 119-12 119-22
S1 119-07 119-12

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

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