ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 118-02 119-09 1-07 1.0% 117-28
High 119-05 119-14 0-09 0.2% 120-17
Low 117-22 117-28 0-06 0.2% 117-01
Close 118-03 119-09 1-06 1.0% 119-22
Range 1-15 1-18 0-03 6.4% 3-16
ATR
Volume 2 3 1 50.0% 68
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 123-18 122-31 120-04
R3 122-00 121-13 119-23
R2 120-14 120-14 119-18
R1 119-27 119-27 119-14 120-02
PP 118-28 118-28 118-28 118-31
S1 118-09 118-09 119-04 118-16
S2 117-10 117-10 119-00
S3 115-24 116-23 118-27
S4 114-06 115-05 118-14
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 129-19 128-04 121-20
R3 126-03 124-20 120-21
R2 122-19 122-19 120-11
R1 121-04 121-04 120-00 121-28
PP 119-03 119-03 119-03 119-14
S1 117-20 117-20 119-12 118-12
S2 115-19 115-19 119-01
S3 112-03 114-04 118-23
S4 108-19 110-20 117-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-17 117-22 2-27 2.4% 1-00 0.8% 56% False False 9
10 120-17 117-01 3-16 2.9% 0-31 0.8% 64% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 126-02
2.618 123-17
1.618 121-31
1.000 121-00
0.618 120-13
HIGH 119-14
0.618 118-27
0.500 118-21
0.382 118-15
LOW 117-28
0.618 116-29
1.000 116-10
1.618 115-11
2.618 113-25
4.250 111-08
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 119-02 119-01
PP 118-28 118-26
S1 118-21 118-18

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

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