ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 116-10 117-12 1-02 0.9% 114-08
High 117-14 117-30 0-16 0.4% 117-04
Low 115-26 116-10 0-16 0.4% 113-22
Close 117-06 116-18 -0-20 -0.5% 114-28
Range 1-20 1-20 0-00 -1.0% 3-14
ATR 1-22 1-21 0-00 -0.2% 0-00
Volume 170,549 202,964 32,415 19.0% 1,085,847
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 121-26 120-26 117-15
R3 120-06 119-06 117-00
R2 118-18 118-18 116-28
R1 117-18 117-18 116-23 117-08
PP 116-30 116-30 116-30 116-25
S1 115-30 115-30 116-13 115-20
S2 115-10 115-10 116-08
S3 113-22 114-10 116-04
S4 112-02 112-22 115-21
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 125-17 123-20 116-24
R3 122-03 120-06 115-26
R2 118-21 118-21 115-16
R1 116-24 116-24 115-06 117-23
PP 115-07 115-07 115-07 115-22
S1 113-10 113-10 114-17 114-09
S2 111-25 111-25 114-07
S3 108-11 109-28 113-29
S4 104-29 106-14 112-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-30 113-22 4-08 3.6% 1-21 1.4% 68% True False 205,145
10 117-30 111-22 6-08 5.4% 1-20 1.4% 78% True False 219,387
20 117-30 111-22 6-08 5.4% 1-21 1.4% 78% True False 249,268
40 123-00 111-22 11-10 9.7% 1-19 1.4% 43% False False 137,501
60 129-16 111-22 17-26 15.3% 1-18 1.3% 27% False False 91,726
80 130-15 111-22 18-26 16.1% 1-21 1.4% 26% False False 68,811
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-27
2.618 122-06
1.618 120-18
1.000 119-18
0.618 118-30
HIGH 117-30
0.618 117-10
0.500 117-04
0.382 116-30
LOW 116-10
0.618 115-10
1.000 114-22
1.618 113-22
2.618 112-02
4.250 109-13
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 117-04 116-16
PP 116-30 116-13
S1 116-24 116-11

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

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