ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 120-30 119-09 -1-21 -1.4% 122-00
High 121-14 119-26 -1-20 -1.3% 122-21
Low 119-01 119-06 0-05 0.1% 119-01
Close 119-11 119-15 0-04 0.1% 119-11
Range 2-13 0-20 -1-25 -74.0% 3-20
ATR 1-05 1-03 -0-01 -3.2% 0-00
Volume 223 1,523 1,300 583.0% 974
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 121-12 121-01 119-26
R3 120-24 120-13 119-20
R2 120-04 120-04 119-19
R1 119-25 119-25 119-17 119-30
PP 119-16 119-16 119-16 119-18
S1 119-05 119-05 119-13 119-10
S2 118-28 118-28 119-11
S3 118-08 118-17 119-10
S4 117-20 117-29 119-04
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 131-07 128-29 121-11
R3 127-19 125-09 120-11
R2 123-31 123-31 120-00
R1 121-21 121-21 119-22 121-00
PP 120-11 120-11 120-11 120-00
S1 118-01 118-01 119-00 117-12
S2 116-23 116-23 118-22
S3 113-03 114-13 118-11
S4 109-15 110-25 117-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-21 119-01 3-20 3.0% 1-09 1.1% 12% False False 455
10 123-03 119-01 4-02 3.4% 1-06 1.0% 11% False False 298
20 123-03 117-22 5-13 4.5% 1-04 0.9% 33% False False 157
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 122-15
2.618 121-14
1.618 120-26
1.000 120-14
0.618 120-06
HIGH 119-26
0.618 119-18
0.500 119-16
0.382 119-14
LOW 119-06
0.618 118-26
1.000 118-18
1.618 118-06
2.618 117-18
4.250 116-17
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 119-16 120-27
PP 119-16 120-12
S1 119-15 119-30

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

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