ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 119-04 118-13 -0-23 -0.6% 118-09
High 119-06 119-19 0-13 0.3% 119-19
Low 117-22 118-11 0-21 0.6% 117-05
Close 117-31 119-16 1-17 1.3% 119-16
Range 1-16 1-08 -0-08 -16.7% 2-14
ATR 1-05 1-06 0-01 3.0% 0-00
Volume 1,633 699 -934 -57.2% 3,925
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 122-29 122-14 120-06
R3 121-21 121-06 119-27
R2 120-13 120-13 119-23
R1 119-30 119-30 119-20 120-06
PP 119-05 119-05 119-05 119-08
S1 118-22 118-22 119-12 118-30
S2 117-29 117-29 119-09
S3 116-21 117-14 119-05
S4 115-13 116-06 118-26
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 126-02 125-07 120-27
R3 123-20 122-25 120-05
R2 121-06 121-06 119-30
R1 120-11 120-11 119-23 120-24
PP 118-24 118-24 118-24 118-31
S1 117-29 117-29 119-09 118-10
S2 116-10 116-10 119-02
S3 113-28 115-15 118-27
S4 111-14 113-01 118-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-19 117-05 2-14 2.0% 1-09 1.1% 96% True False 785
10 120-14 117-05 3-09 2.7% 1-04 1.0% 71% False False 1,003
20 122-21 117-05 5-16 4.6% 1-04 0.9% 43% False False 664
40 123-03 117-01 6-02 5.1% 1-02 0.9% 41% False False 350
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-29
2.618 122-28
1.618 121-20
1.000 120-27
0.618 120-12
HIGH 119-19
0.618 119-04
0.500 118-31
0.382 118-26
LOW 118-11
0.618 117-18
1.000 117-03
1.618 116-10
2.618 115-02
4.250 113-01
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 119-10 119-07
PP 119-05 118-30
S1 118-31 118-20

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

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