ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 131-23 131-11 -0-12 -0.3% 139-30
High 132-16 131-27 -0-21 -0.5% 140-12
Low 130-17 130-20 0-03 0.1% 133-24
Close 131-14 131-12 -0-02 0.0% 134-05
Range 1-31 1-07 -0-24 -38.1% 6-20
ATR 2-05 2-03 -0-02 -3.1% 0-00
Volume 221 661 440 199.1% 859
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 134-30 134-12 132-01
R3 133-23 133-05 131-23
R2 132-16 132-16 131-19
R1 131-30 131-30 131-16 132-07
PP 131-09 131-09 131-09 131-14
S1 130-23 130-23 131-08 131-00
S2 130-02 130-02 131-05
S3 128-27 129-16 131-01
S4 127-20 128-09 130-23
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 155-31 151-22 137-26
R3 149-11 145-02 135-31
R2 142-23 142-23 135-12
R1 138-14 138-14 134-24 137-08
PP 136-03 136-03 136-03 135-16
S1 131-26 131-26 133-18 130-20
S2 129-15 129-15 132-30
S3 122-27 125-06 132-11
S4 116-07 118-18 130-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-07 130-17 9-22 7.4% 2-29 2.2% 9% False False 316
10 140-12 130-17 9-27 7.5% 1-31 1.5% 9% False False 198
20 140-16 130-17 9-31 7.6% 2-01 1.6% 8% False False 172
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 0-12
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 137-01
2.618 135-01
1.618 133-26
1.000 133-02
0.618 132-19
HIGH 131-27
0.618 131-12
0.500 131-08
0.382 131-03
LOW 130-20
0.618 129-28
1.000 129-13
1.618 128-21
2.618 127-14
4.250 125-14
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 131-10 132-16
PP 131-09 132-04
S1 131-08 131-24

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

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