ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 115-08 113-13 -1-27 -1.6% 110-27
High 115-26 114-04 -1-22 -1.5% 118-17
Low 113-21 112-14 -1-07 -1.1% 110-27
Close 113-25 113-02 -0-23 -0.6% 115-21
Range 2-05 1-22 -0-15 -21.7% 7-22
ATR 2-01 2-00 -0-01 -1.2% 0-00
Volume 2,256 1,787 -469 -20.8% 7,511
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 118-09 117-11 114-00
R3 116-19 115-21 113-17
R2 114-29 114-29 113-12
R1 113-31 113-31 113-07 113-19
PP 113-07 113-07 113-07 113-00
S1 112-09 112-09 112-29 111-29
S2 111-17 111-17 112-24
S3 109-27 110-19 112-19
S4 108-05 108-29 112-04
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 138-02 134-18 119-28
R3 130-12 126-28 117-25
R2 122-22 122-22 117-02
R1 119-06 119-06 116-12 120-30
PP 115-00 115-00 115-00 115-28
S1 111-16 111-16 114-30 113-08
S2 107-10 107-10 114-08
S3 99-20 103-26 113-17
S4 91-30 96-04 111-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-17 112-14 6-03 5.4% 2-06 1.9% 10% False True 1,130
10 118-17 110-27 7-22 6.8% 2-02 1.8% 29% False False 1,243
20 121-05 110-27 10-10 9.1% 1-30 1.7% 22% False False 681
40 122-22 110-27 11-27 10.5% 1-28 1.7% 19% False False 424
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 121-10
2.618 118-17
1.618 116-27
1.000 115-26
0.618 115-05
HIGH 114-04
0.618 113-15
0.500 113-09
0.382 113-03
LOW 112-14
0.618 111-13
1.000 110-24
1.618 109-23
2.618 108-01
4.250 105-08
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 113-09 114-22
PP 113-07 114-04
S1 113-04 113-19

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

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