ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 121-20 122-11 0-23 0.6% 120-04
High 123-00 122-24 -0-08 -0.2% 123-00
Low 121-20 122-04 0-16 0.4% 119-12
Close 122-20 122-23 0-03 0.1% 122-20
Range 1-12 0-20 -0-24 -54.5% 3-20
ATR 1-05 1-03 -0-01 -3.2% 0-00
Volume 297,153 157,629 -139,524 -47.0% 911,217
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 124-13 124-06 123-02
R3 123-25 123-18 122-28
R2 123-05 123-05 122-27
R1 122-30 122-30 122-25 123-02
PP 122-17 122-17 122-17 122-19
S1 122-10 122-10 122-21 122-14
S2 121-29 121-29 122-19
S3 121-09 121-22 122-18
S4 120-21 121-02 122-12
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 132-17 131-07 124-20
R3 128-29 127-19 123-20
R2 125-09 125-09 123-09
R1 123-31 123-31 122-31 124-20
PP 121-21 121-21 121-21 122-00
S1 120-11 120-11 122-09 121-00
S2 118-01 118-01 121-31
S3 114-13 116-23 121-20
S4 110-25 113-03 120-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-00 119-12 3-20 3.0% 1-01 0.9% 92% False False 213,769
10 123-00 118-19 4-13 3.6% 1-02 0.9% 94% False False 116,514
20 123-00 116-16 6-16 5.3% 1-03 0.9% 96% False False 59,583
40 123-00 116-16 6-16 5.3% 1-04 0.9% 96% False False 30,124
60 123-03 116-16 6-19 5.4% 1-02 0.9% 94% False False 20,094
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 0-07
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 125-13
2.618 124-12
1.618 123-24
1.000 123-12
0.618 123-04
HIGH 122-24
0.618 122-16
0.500 122-14
0.382 122-12
LOW 122-04
0.618 121-24
1.000 121-16
1.618 121-04
2.618 120-16
4.250 119-15
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 122-20 122-13
PP 122-17 122-03
S1 122-14 121-26

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

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