ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 121-00 120-02 -0-30 -0.8% 118-01
High 121-01 121-01 0-00 0.0% 119-02
Low 120-01 120-01 0-00 0.0% 117-01
Close 120-02 120-03 0-01 0.0% 119-01
Range 1-00 1-00 0-00 -0.6% 2-01
ATR 1-08 1-07 -0-01 -1.5% 0-00
Volume 257,401 257,662 261 0.1% 1,328,206
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 123-11 122-23 120-20
R3 122-12 121-23 120-11
R2 121-12 121-12 120-08
R1 120-23 120-23 120-06 121-02
PP 120-12 120-12 120-12 120-18
S1 119-24 119-24 120-00 120-02
S2 119-13 119-13 119-29
S3 118-13 118-24 119-26
S4 117-13 117-24 119-17
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 124-14 123-24 120-05
R3 122-13 121-24 119-19
R2 120-13 120-13 119-13
R1 119-23 119-23 119-07 120-02
PP 118-12 118-12 118-12 118-17
S1 117-22 117-22 118-27 118-01
S2 116-11 116-11 118-22
S3 114-11 115-22 118-16
S4 112-10 113-21 117-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-01 118-02 2-31 2.5% 1-00 0.8% 68% True False 288,964
10 121-01 117-01 4-00 3.3% 1-04 0.9% 76% True False 261,616
20 121-01 117-01 4-00 3.3% 1-09 1.1% 76% True False 253,172
40 123-02 117-01 6-02 5.0% 1-09 1.1% 50% False False 235,526
60 123-02 117-01 6-02 5.0% 1-09 1.1% 50% False False 225,178
80 123-02 113-16 9-18 8.0% 1-12 1.1% 69% False False 174,482
100 123-02 113-16 9-18 8.0% 1-12 1.1% 69% False False 139,624
120 123-02 110-08 12-26 10.7% 1-11 1.1% 77% False False 116,361
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-08
2.618 123-20
1.618 122-20
1.000 122-01
0.618 121-21
HIGH 121-01
0.618 120-21
0.500 120-17
0.382 120-14
LOW 120-01
0.618 119-14
1.000 119-02
1.618 118-14
2.618 117-14
4.250 115-27
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 120-17 120-17
PP 120-12 120-12
S1 120-07 120-07

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

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