ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 126-14 124-17 -1-29 -1.5% 123-17
High 126-16 126-08 -0-08 -0.2% 128-00
Low 124-16 124-00 -0-16 -0.4% 123-10
Close 124-30 125-26 0-28 0.7% 127-09
Range 2-00 2-08 0-08 12.6% 4-22
ATR 2-08 2-08 0-00 0.0% 0-00
Volume 172,184 176,524 4,340 2.5% 1,113,948
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 132-02 131-05 127-01
R3 129-26 128-30 126-14
R2 127-19 127-19 126-07
R1 126-22 126-22 126-01 127-04
PP 125-11 125-11 125-11 125-18
S1 124-15 124-15 125-19 124-29
S2 123-04 123-04 125-13
S3 120-28 122-07 125-06
S4 118-21 120-00 124-19
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 140-08 138-15 129-28
R3 135-18 133-25 128-18
R2 130-28 130-28 128-04
R1 129-03 129-03 127-23 130-00
PP 126-06 126-06 126-06 126-21
S1 124-13 124-13 126-27 125-10
S2 121-16 121-16 126-14
S3 116-26 119-23 126-00
S4 112-04 115-01 124-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-00 123-20 4-12 3.5% 2-12 1.9% 50% False False 209,826
10 128-00 123-04 4-28 3.9% 2-05 1.7% 55% False False 219,799
20 129-02 123-04 5-30 4.7% 2-08 1.8% 45% False False 142,704
40 136-17 123-04 13-13 10.7% 2-07 1.8% 20% False False 72,172
60 140-16 123-04 17-12 13.8% 2-05 1.7% 15% False False 48,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-23
2.618 132-03
1.618 129-27
1.000 128-15
0.618 127-20
HIGH 126-08
0.618 125-12
0.500 125-04
0.382 124-27
LOW 124-00
0.618 122-20
1.000 121-24
1.618 120-12
2.618 118-05
4.250 114-16
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 125-19 125-24
PP 125-11 125-23
S1 125-04 125-22

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

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