ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 123-24 126-27 3-03 2.5% 117-09
High 127-13 127-27 0-14 0.3% 128-13
Low 123-20 126-03 2-15 2.0% 117-01
Close 125-31 127-02 1-03 0.9% 125-04
Range 3-25 1-24 -2-01 -53.7% 11-12
ATR 2-16 2-15 -0-01 -1.8% 0-00
Volume 234,995 273,051 38,056 16.2% 230,235
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 132-08 131-13 128-01
R3 130-16 129-21 127-17
R2 128-24 128-24 127-12
R1 127-29 127-29 127-07 128-10
PP 127-00 127-00 127-00 127-07
S1 126-05 126-05 126-29 126-18
S2 125-08 125-08 126-24
S3 123-16 124-13 126-19
S4 121-24 122-21 126-03
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 157-21 152-24 131-12
R3 146-09 141-12 128-08
R2 134-29 134-29 127-07
R1 130-00 130-00 126-05 132-14
PP 123-17 123-17 123-17 124-24
S1 118-20 118-20 124-03 121-02
S2 112-05 112-05 123-01
S3 100-25 107-08 122-00
S4 89-13 95-28 118-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-13 121-11 7-02 5.6% 3-21 2.9% 81% False False 157,249
10 128-13 115-05 13-08 10.4% 2-26 2.2% 90% False False 86,204
20 128-13 111-07 17-06 13.5% 2-10 1.8% 92% False False 43,918
40 128-13 110-27 17-18 13.8% 2-04 1.7% 92% False False 22,257
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-10
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-09
2.618 132-14
1.618 130-22
1.000 129-19
0.618 128-30
HIGH 127-27
0.618 127-06
0.500 126-31
0.382 126-24
LOW 126-03
0.618 125-00
1.000 124-11
1.618 123-08
2.618 121-16
4.250 118-21
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 127-01 126-18
PP 127-00 126-02
S1 126-31 125-18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.