ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 121-16 122-16 1-00 0.8% 120-14
High 122-24 123-10 0-18 0.4% 123-23
Low 121-09 120-00 -1-10 -1.1% 120-12
Close 122-14 120-10 -2-04 -1.7% 122-30
Range 1-16 3-10 1-27 124.2% 3-10
ATR 1-17 1-21 0-04 8.5% 0-00
Volume 225,790 286,523 60,733 26.9% 865,232
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 131-06 129-03 122-05
R3 127-28 125-24 121-08
R2 124-17 124-17 120-30
R1 122-14 122-14 120-20 121-26
PP 121-07 121-07 121-07 120-29
S1 119-03 119-03 120-01 118-16
S2 117-28 117-28 119-23
S3 114-18 115-25 119-13
S4 111-07 112-14 118-16
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 132-10 130-30 124-24
R3 129-00 127-20 123-27
R2 125-22 125-22 123-17
R1 124-10 124-10 123-07 125-00
PP 122-11 122-11 122-11 122-22
S1 120-31 120-31 122-20 121-21
S2 119-00 119-00 122-10
S3 115-22 117-20 122-00
S4 112-12 114-10 121-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-23 120-00 3-24 3.1% 1-26 1.5% 9% False True 214,947
10 123-23 119-16 4-08 3.5% 1-19 1.3% 20% False False 205,327
20 125-23 119-16 6-08 5.2% 1-17 1.3% 14% False False 182,228
40 130-30 119-16 11-15 9.5% 1-18 1.3% 7% False False 164,588
60 132-18 119-16 13-02 10.9% 1-27 1.5% 6% False False 181,649
80 132-18 119-16 13-02 10.9% 1-30 1.6% 6% False False 144,763
100 140-12 119-16 20-28 17.4% 2-01 1.7% 4% False False 115,914
120 140-16 119-16 21-00 17.5% 2-00 1.7% 4% False False 96,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 137-15
2.618 132-01
1.618 128-22
1.000 126-20
0.618 125-12
HIGH 123-10
0.618 122-01
0.500 121-21
0.382 121-08
LOW 120-00
0.618 117-30
1.000 116-21
1.618 114-19
2.618 111-09
4.250 105-27
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 121-21 121-21
PP 121-07 121-07
S1 120-25 120-25

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

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