ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 122-00 120-03 -1-29 -1.6% 122-03
High 122-00 121-00 -1-00 -0.8% 123-01
Low 120-02 119-01 -1-01 -0.9% 119-01
Close 120-03 119-02 -1-01 -0.9% 119-02
Range 1-30 1-31 0-01 1.6% 4-00
ATR 1-06 1-08 0-02 4.8% 0-00
Volume 30,142 29,598 -544 -1.8% 421,567
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 125-20 124-11 120-05
R3 123-21 122-11 119-20
R2 121-22 121-22 119-14
R1 120-12 120-12 119-08 120-01
PP 119-23 119-23 119-23 119-17
S1 118-13 118-13 118-28 118-02
S2 117-23 117-23 118-23
S3 115-24 116-13 118-17
S4 113-25 114-14 117-31
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 132-13 129-24 121-09
R3 128-13 125-24 120-05
R2 124-12 124-12 119-26
R1 121-23 121-23 119-14 121-02
PP 120-12 120-12 120-12 120-01
S1 117-23 117-23 118-22 117-02
S2 116-12 116-12 118-11
S3 112-12 113-23 117-31
S4 108-12 109-23 116-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-01 119-01 4-00 3.4% 1-12 1.2% 1% False True 84,313
10 123-02 119-01 4-01 3.4% 1-06 1.0% 1% False True 235,366
20 123-02 117-01 6-01 5.1% 1-05 1.0% 34% False False 248,491
40 123-02 117-01 6-01 5.1% 1-08 1.1% 34% False False 242,040
60 123-02 117-01 6-02 5.1% 1-08 1.1% 34% False False 229,817
80 123-02 114-22 8-12 7.0% 1-09 1.1% 52% False False 203,798
100 123-02 113-16 9-18 8.0% 1-11 1.1% 58% False False 163,149
120 123-02 112-15 10-20 8.9% 1-11 1.1% 62% False False 135,973
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 0-04
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 129-13
2.618 126-06
1.618 124-07
1.000 123-00
0.618 122-08
HIGH 121-00
0.618 120-08
0.500 120-01
0.382 119-25
LOW 119-01
0.618 117-26
1.000 117-02
1.618 115-27
2.618 113-27
4.250 110-20
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 120-01 120-18
PP 119-23 120-02
S1 119-12 119-18

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

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