ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 123-01 123-05 0-04 0.1% 123-30
High 123-31 123-24 -0-07 -0.2% 126-07
Low 122-23 122-22 -0-01 0.0% 122-23
Close 122-29 123-22 0-25 0.6% 122-29
Range 1-08 1-02 -0-06 -15.0% 3-16
ATR 1-20 1-18 -0-01 -2.5% 0-00
Volume 44 22 -22 -50.0% 494
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 126-18 126-06 124-09
R3 125-16 125-04 123-31
R2 124-14 124-14 123-28
R1 124-02 124-02 123-25 124-08
PP 123-12 123-12 123-12 123-15
S1 123-00 123-00 123-19 123-06
S2 122-10 122-10 123-16
S3 121-08 121-30 123-13
S4 120-06 120-28 123-03
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 134-14 132-06 124-27
R3 130-30 128-22 123-28
R2 127-14 127-14 123-18
R1 125-06 125-06 123-07 124-18
PP 123-30 123-30 123-30 123-20
S1 121-22 121-22 122-19 121-02
S2 120-14 120-14 122-08
S3 116-30 118-06 121-30
S4 113-14 114-22 120-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-07 122-22 3-17 2.9% 1-10 1.1% 28% False True 95
10 126-29 122-22 4-07 3.4% 1-12 1.1% 24% False True 76
20 129-16 122-22 6-26 5.5% 1-14 1.2% 15% False True 175
40 130-15 122-06 8-09 6.7% 1-22 1.4% 18% False False 121
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-08
2.618 126-17
1.618 125-15
1.000 124-26
0.618 124-13
HIGH 123-24
0.618 123-11
0.500 123-07
0.382 123-03
LOW 122-22
0.618 122-01
1.000 121-20
1.618 120-31
2.618 119-29
4.250 118-06
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 123-17 123-18
PP 123-12 123-14
S1 123-07 123-10

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

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