ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 118-31 118-10 -0-21 -0.6% 117-21
High 119-08 118-14 -0-26 -0.7% 119-08
Low 118-03 116-21 -1-14 -1.2% 117-06
Close 118-08 116-28 -1-12 -1.2% 118-08
Range 1-05 1-25 0-20 54.1% 2-02
ATR 1-05 1-07 0-01 3.8% 0-00
Volume 208,945 174,878 -34,067 -16.3% 1,019,629
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 122-21 121-18 117-27
R3 120-28 119-25 117-12
R2 119-03 119-03 117-06
R1 118-00 118-00 117-01 117-21
PP 117-10 117-10 117-10 117-05
S1 116-07 116-07 116-23 115-28
S2 115-17 115-17 116-18
S3 113-24 114-14 116-12
S4 111-31 112-21 115-29
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
5 119-08 116-21 2-19 2.2% 1-08 1.1% 8% False True 183,225
10 120-08 116-21 3-19 3.1% 1-06 1.0% 6% False True 207,770
20 123-00 116-21 6-11 5.4% 1-06 1.0% 3% False True 221,312
40 123-00 116-16 6-16 5.6% 1-06 1.0% 6% False False 113,824
60 123-03 116-16 6-19 5.6% 1-05 1.0% 6% False False 76,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 126-00
2.618 123-03
1.618 121-10
1.000 120-07
0.618 119-17
HIGH 118-14
0.618 117-24
0.500 117-18
0.382 117-11
LOW 116-21
0.618 115-18
1.000 114-28
1.618 113-25
2.618 112-00
4.250 109-03
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 117-18 117-30
PP 117-10 117-19
S1 117-03 117-08

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

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