ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 119-12 118-01 -1-11 -1.1% 119-01
High 119-15 119-03 -0-12 -0.3% 119-15
Low 118-12 118-00 -0-12 -0.3% 117-22
Close 118-15 118-07 -0-08 -0.2% 118-15
Range 1-03 1-03 0-00 0.0% 1-25
ATR 0-00 1-00 1-00 0-00
Volume 0 7 7 16
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 121-23 121-02 118-26
R3 120-20 119-31 118-17
R2 119-17 119-17 118-13
R1 118-28 118-28 118-10 119-06
PP 118-14 118-14 118-14 118-19
S1 117-25 117-25 118-04 118-04
S2 117-11 117-11 118-01
S3 116-08 116-22 117-29
S4 115-05 115-19 117-20
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 123-28 122-31 119-14
R3 122-03 121-06 118-31
R2 120-10 120-10 118-25
R1 119-13 119-13 118-20 118-31
PP 118-17 118-17 118-17 118-10
S1 117-20 117-20 118-10 117-06
S2 116-24 116-24 118-05
S3 114-31 115-27 117-31
S4 113-06 114-02 117-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-15 117-22 1-25 1.5% 1-06 1.0% 30% False False 2
10 120-17 117-01 3-16 3.0% 1-02 0.9% 34% False False 9
Crabel Price Patterns
NR False
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 0-06
Fibonacci Retracements and Extensions
4.250 123-24
2.618 121-31
1.618 120-28
1.000 120-06
0.618 119-25
HIGH 119-03
0.618 118-22
0.500 118-18
0.382 118-13
LOW 118-00
0.618 117-10
1.000 116-29
1.618 116-07
2.618 115-04
4.250 113-11
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 118-18 118-22
PP 118-14 118-17
S1 118-10 118-12

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

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