ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 119-29 116-27 -3-02 -2.6% 116-00
High 120-16 117-17 -2-31 -2.5% 119-16
Low 116-10 115-15 -0-27 -0.7% 115-06
Close 117-04 115-11 -1-25 -1.5% 118-19
Range 4-06 2-02 -2-04 -50.7% 4-10
ATR 2-06 2-05 0-00 -0.4% 0-00
Volume 6 197 191 3,183.3% 245
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 122-10 120-28 116-15
R3 120-08 118-26 115-29
R2 118-06 118-06 115-23
R1 116-24 116-24 115-17 116-14
PP 116-04 116-04 116-04 115-30
S1 114-22 114-22 115-05 114-12
S2 114-02 114-02 114-31
S3 112-00 112-20 114-25
S4 109-30 110-18 114-07
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 130-22 128-31 120-31
R3 126-12 124-21 119-25
R2 122-02 122-02 119-12
R1 120-11 120-11 119-00 121-06
PP 117-24 117-24 117-24 118-06
S1 116-01 116-01 118-06 116-28
S2 113-14 113-14 117-26
S3 109-04 111-23 117-13
S4 104-26 107-13 116-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-05 115-15 5-22 4.9% 2-13 2.1% -2% False True 147
10 121-05 115-06 5-31 5.2% 2-08 2.0% 3% False False 99
20 122-22 115-06 7-16 6.5% 2-01 1.8% 2% False False 154
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 2 trading days
Fibonacci Retracements and Extensions
4.250 126-10
2.618 122-30
1.618 120-28
1.000 119-19
0.618 118-26
HIGH 117-17
0.618 116-24
0.500 116-16
0.382 116-08
LOW 115-15
0.618 114-06
1.000 113-13
1.618 112-04
2.618 110-02
4.250 106-22
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 116-16 118-01
PP 116-04 117-04
S1 115-23 116-08

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

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