ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 123-01 122-01 -1-00 -0.8% 120-02
High 123-01 122-02 -0-30 -0.8% 123-02
Low 122-00 121-03 -0-30 -0.8% 120-00
Close 122-01 121-03 -0-30 -0.8% 123-01
Range 1-00 1-00 -0-01 -3.1% 3-02
ATR 1-04 1-04 0-00 -1.0% 0-00
Volume 88,702 71,782 -16,920 -19.1% 1,630,786
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 124-12 123-23 121-20
R3 123-12 122-24 121-12
R2 122-13 122-13 121-09
R1 121-24 121-24 121-06 121-19
PP 121-14 121-14 121-14 121-11
S1 120-24 120-24 121-00 120-19
S2 120-14 120-14 120-29
S3 119-14 119-25 120-26
S4 118-15 118-26 120-18
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 131-06 130-05 124-22
R3 128-04 127-03 123-27
R2 125-03 125-03 123-19
R1 124-02 124-02 123-10 124-18
PP 122-01 122-01 122-01 122-09
S1 121-00 121-00 122-24 121-16
S2 118-31 118-31 122-15
S3 115-29 117-30 122-06
S4 112-28 114-28 121-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-02 121-01 2-01 1.7% 1-00 0.8% 3% False False 258,940
10 123-02 120-00 3-02 2.5% 1-00 0.8% 36% False False 280,898
20 123-02 117-01 6-01 5.0% 1-03 0.9% 67% False False 271,556
40 123-02 117-01 6-01 5.0% 1-08 1.0% 67% False False 251,070
60 123-02 117-01 6-02 5.0% 1-08 1.0% 67% False False 235,152
80 123-02 114-22 8-12 6.9% 1-09 1.1% 76% False False 203,080
100 123-02 113-16 9-18 7.9% 1-12 1.1% 79% False False 162,553
120 123-02 112-15 10-20 8.8% 1-11 1.1% 81% False False 135,476
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
4.250 126-08
2.618 124-21
1.618 123-21
1.000 123-02
0.618 122-22
HIGH 122-02
0.618 121-22
0.500 121-19
0.382 121-15
LOW 121-03
0.618 120-16
1.000 120-04
1.618 119-16
2.618 118-17
4.250 116-29
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 121-19 122-02
PP 121-14 121-24
S1 121-08 121-13

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

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