ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 119-00 119-00 0-00 0.0% 119-02
High 119-01 119-01 0-00 0.0% 121-00
Low 118-01 118-02 0-02 0.0% 118-01
Close 118-03 119-00 0-29 0.8% 118-03
Range 1-00 0-30 -0-02 -5.0% 2-31
ATR 1-09 1-08 -0-01 -1.8% 0-00
Volume 12,386 3,112 -9,274 -74.9% 92,036
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-18 121-08 119-17
R3 120-20 120-09 119-09
R2 119-21 119-21 119-06
R1 119-11 119-11 119-03 119-16
PP 118-23 118-23 118-23 118-25
S1 118-12 118-12 118-30 118-17
S2 117-24 117-24 118-27
S3 116-26 117-14 118-24
S4 115-27 116-15 118-16
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 127-31 126-00 119-23
R3 125-00 123-01 118-29
R2 122-01 122-01 118-20
R1 120-02 120-02 118-12 119-18
PP 119-01 119-01 119-01 118-25
S1 117-02 117-02 117-26 116-18
S2 116-02 116-02 117-17
S3 113-03 114-03 117-09
S4 110-03 111-04 116-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-00 118-01 2-31 2.5% 1-06 1.0% 33% False False 13,391
10 123-01 118-01 5-00 4.2% 1-09 1.1% 20% False False 31,537
20 123-02 118-01 5-01 4.2% 1-05 1.0% 20% False False 174,718
40 123-02 117-01 6-01 5.1% 1-08 1.0% 33% False False 207,967
60 123-02 117-01 6-02 5.1% 1-07 1.0% 33% False False 210,965
80 123-02 116-30 6-04 5.2% 1-09 1.1% 34% False False 203,807
100 123-02 113-16 9-18 8.0% 1-10 1.1% 58% False False 164,080
120 123-02 113-16 9-18 8.0% 1-11 1.1% 58% False False 136,764
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-03
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 123-03
2.618 121-17
1.618 120-18
1.000 119-31
0.618 119-20
HIGH 119-01
0.618 118-21
0.500 118-18
0.382 118-14
LOW 118-02
0.618 117-16
1.000 117-04
1.618 116-17
2.618 115-19
4.250 114-01
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 118-27 119-01
PP 118-23 119-01
S1 118-18 119-00

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

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