ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 120-02 120-03 0-01 0.0% 119-01
High 121-00 121-02 0-02 0.1% 121-01
Low 120-00 120-03 0-03 0.1% 119-01
Close 120-03 121-02 0-31 0.8% 120-03
Range 1-00 1-00 0-00 -1.6% 2-00
ATR 1-06 1-06 0-00 -1.3% 0-00
Volume 271,487 426,425 154,938 57.1% 1,346,861
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 123-22 123-11 121-19
R3 122-23 122-12 121-10
R2 121-23 121-23 121-07
R1 121-12 121-12 121-05 121-18
PP 120-24 120-24 120-24 120-26
S1 120-13 120-13 120-31 120-18
S2 119-24 119-24 120-28
S3 118-25 119-13 120-25
S4 117-25 118-14 120-16
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 126-02 125-02 121-06
R3 124-02 123-02 120-20
R2 122-02 122-02 120-15
R1 121-02 121-02 120-09 121-18
PP 120-02 120-02 120-02 120-10
S1 119-02 119-02 119-29 119-18
S2 118-02 118-02 119-23
S3 116-01 117-02 119-17
S4 114-01 115-02 119-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-02 120-00 1-02 0.9% 1-00 0.8% 98% True False 302,856
10 121-02 117-01 4-01 3.3% 1-03 0.9% 100% True False 280,817
20 121-02 117-01 4-01 3.3% 1-06 1.0% 100% True False 269,455
40 123-02 117-01 6-02 5.0% 1-08 1.0% 67% False False 246,986
60 123-02 117-01 6-02 5.0% 1-09 1.1% 67% False False 229,139
80 123-02 113-16 9-18 7.9% 1-11 1.1% 79% False False 186,956
100 123-02 113-16 9-18 7.9% 1-12 1.1% 79% False False 149,611
120 123-02 110-08 12-26 10.6% 1-11 1.1% 84% False False 124,687
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 0-01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-08
2.618 123-21
1.618 122-21
1.000 122-02
0.618 121-22
HIGH 121-02
0.618 120-22
0.500 120-19
0.382 120-15
LOW 120-03
0.618 119-15
1.000 119-03
1.618 118-16
2.618 117-16
4.250 115-29
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 120-29 120-28
PP 120-24 120-23
S1 120-19 120-17

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

View Archives - Comment on this page... - Back to Index of Symbols