ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 117-29 117-24 -0-05 -0.1% 118-26
High 118-04 118-06 0-02 0.1% 120-08
Low 117-06 117-11 0-05 0.1% 117-05
Close 117-18 117-16 -0-02 -0.1% 117-27
Range 0-30 0-27 -0-03 -10.0% 3-03
ATR 1-05 1-04 -0-01 -1.9% 0-00
Volume 148,633 204,367 55,734 37.5% 1,157,560
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 120-07 119-22 117-31
R3 119-12 118-27 117-23
R2 118-17 118-17 117-21
R1 118-00 118-00 117-18 117-27
PP 117-22 117-22 117-22 117-19
S1 117-05 117-05 117-14 117-00
S2 116-27 116-27 117-11
S3 116-00 116-10 117-09
S4 115-05 115-15 117-01
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 127-22 125-28 119-17
R3 124-19 122-25 118-22
R2 121-16 121-16 118-13
R1 119-22 119-22 118-04 119-02
PP 118-13 118-13 118-13 118-03
S1 116-19 116-19 117-18 115-30
S2 115-10 115-10 117-09
S3 112-07 113-16 117-00
S4 109-04 110-13 116-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-12 117-05 2-07 1.9% 1-01 0.9% 15% False False 222,543
10 121-12 117-05 4-07 3.6% 1-06 1.0% 8% False False 234,650
20 123-00 117-05 5-27 5.0% 1-03 0.9% 6% False False 197,012
40 123-00 116-16 6-16 5.5% 1-04 1.0% 15% False False 99,893
60 123-03 116-16 6-19 5.6% 1-04 1.0% 15% False False 66,664
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-25
2.618 120-13
1.618 119-18
1.000 119-01
0.618 118-23
HIGH 118-06
0.618 117-28
0.500 117-24
0.382 117-21
LOW 117-11
0.618 116-26
1.000 116-16
1.618 115-31
2.618 115-04
4.250 113-24
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 117-24 117-22
PP 117-22 117-20
S1 117-19 117-18

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

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