ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 118-01 119-00 0-31 0.8% 120-01
High 119-01 119-01 0-00 0.0% 120-02
Low 118-00 117-01 -1-00 -0.8% 117-02
Close 119-01 118-03 -0-30 -0.8% 118-01
Range 1-01 2-00 0-31 95.4% 2-31
ATR 1-09 1-11 0-02 4.1% 0-00
Volume 268,776 95,360 -173,416 -64.5% 1,274,629
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 124-03 123-03 119-06
R3 122-02 121-03 118-21
R2 120-02 120-02 118-15
R1 119-02 119-02 118-09 118-18
PP 118-02 118-02 118-02 117-26
S1 117-02 117-02 117-29 116-18
S2 116-01 116-01 117-23
S3 114-01 115-02 117-17
S4 112-01 113-02 117-00
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 127-10 125-21 119-22
R3 124-11 122-22 118-28
R2 121-12 121-12 118-19
R1 119-23 119-23 118-10 119-01
PP 118-12 118-12 118-12 118-02
S1 116-23 116-23 117-25 116-02
S2 115-13 115-13 117-16
S3 112-14 113-24 117-07
S4 109-14 110-25 116-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-01 117-01 2-00 1.7% 1-07 1.0% 53% False True 234,269
10 120-02 117-01 3-00 2.6% 1-13 1.2% 35% False True 247,144
20 121-00 117-01 3-31 3.4% 1-11 1.1% 27% False True 234,406
40 123-02 117-01 6-02 5.1% 1-09 1.1% 18% False True 224,372
60 123-02 116-30 6-04 5.2% 1-10 1.1% 19% False False 207,452
80 123-02 113-16 9-18 8.1% 1-12 1.2% 48% False False 156,443
100 123-02 113-16 9-18 8.1% 1-12 1.2% 48% False False 125,181
120 123-02 110-08 12-26 10.9% 1-12 1.2% 61% False False 104,324
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 0-07
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 127-19
2.618 124-10
1.618 122-09
1.000 121-02
0.618 120-09
HIGH 119-01
0.618 118-09
0.500 118-01
0.382 117-26
LOW 117-01
0.618 115-25
1.000 115-01
1.618 113-25
2.618 111-25
4.250 108-16
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 118-02 118-02
PP 118-02 118-02
S1 118-01 118-01

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

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