ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 117-19 118-31 1-12 1.2% 117-21
High 119-03 119-08 0-05 0.1% 119-08
Low 117-17 118-03 0-18 0.5% 117-06
Close 118-30 118-08 -0-22 -0.6% 118-08
Range 1-18 1-05 -0-13 -26.0% 2-02
ATR 1-05 1-05 0-00 0.0% 0-00
Volume 179,304 208,945 29,641 16.5% 1,019,629
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 122-00 121-09 118-28
R3 120-27 120-04 118-18
R2 119-22 119-22 118-15
R1 118-31 118-31 118-11 118-24
PP 118-17 118-17 118-17 118-14
S1 117-26 117-26 118-05 117-19
S2 117-12 117-12 118-01
S3 116-07 116-21 117-30
S4 115-02 115-16 117-20
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 124-13 123-13 119-12
R3 122-11 121-11 118-26
R2 120-09 120-09 118-20
R1 119-09 119-09 118-14 119-25
PP 118-07 118-07 118-07 118-16
S1 117-07 117-07 118-02 117-23
S2 116-05 116-05 117-28
S3 114-03 115-05 117-22
S4 112-01 113-03 117-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-08 117-06 2-02 1.7% 1-01 0.9% 52% True False 203,925
10 120-08 117-05 3-03 2.6% 1-04 1.0% 35% False False 217,718
20 123-00 117-05 5-27 4.9% 1-04 1.0% 19% False False 215,428
40 123-00 116-16 6-16 5.5% 1-05 1.0% 27% False False 109,455
60 123-03 116-16 6-19 5.6% 1-04 1.0% 27% False False 73,134
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-05
2.618 122-09
1.618 121-04
1.000 120-13
0.618 119-31
HIGH 119-08
0.618 118-26
0.500 118-22
0.382 118-17
LOW 118-03
0.618 117-12
1.000 116-30
1.618 116-07
2.618 115-02
4.250 113-06
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 118-22 118-10
PP 118-17 118-09
S1 118-12 118-08

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

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