ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 111-22 112-05 0-15 0.4% 116-26
High 112-08 114-20 2-12 2.1% 117-18
Low 111-07 111-25 0-18 0.5% 111-21
Close 112-08 114-02 1-26 1.6% 111-26
Range 1-01 2-27 1-26 175.8% 5-29
ATR 1-31 2-01 0-02 3.2% 0-00
Volume 1,633 791 -842 -51.6% 6,337
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 122-01 120-28 115-20
R3 119-06 118-01 114-27
R2 116-11 116-11 114-19
R1 115-06 115-06 114-10 115-24
PP 113-16 113-16 113-16 113-25
S1 112-11 112-11 113-26 112-30
S2 110-21 110-21 113-17
S3 107-26 109-16 113-09
S4 104-31 106-21 112-16
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 131-13 127-16 115-02
R3 125-16 121-19 113-14
R2 119-19 119-19 112-29
R1 115-22 115-22 112-11 114-22
PP 113-22 113-22 113-22 113-06
S1 109-25 109-25 111-09 108-25
S2 107-25 107-25 110-23
S3 101-28 103-28 110-06
S4 95-31 97-31 108-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-26 111-07 4-19 4.0% 2-00 1.7% 62% False False 1,585
10 118-17 111-07 7-10 6.4% 2-03 1.8% 39% False False 1,602
20 120-16 110-27 9-21 8.5% 1-31 1.7% 33% False False 849
40 122-22 110-27 11-27 10.4% 1-29 1.7% 27% False False 500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-17
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 126-23
2.618 122-02
1.618 119-07
1.000 117-15
0.618 116-12
HIGH 114-20
0.618 113-17
0.500 113-06
0.382 112-28
LOW 111-25
0.618 110-01
1.000 108-30
1.618 107-06
2.618 104-11
4.250 99-22
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 113-25 113-22
PP 113-16 113-10
S1 113-06 112-30

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

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