ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 115-20 115-30 0-10 0.3% 111-22
High 115-28 116-01 0-05 0.1% 116-01
Low 114-08 114-13 0-05 0.1% 111-07
Close 115-15 115-02 -0-13 -0.4% 115-02
Range 1-20 1-20 0-00 0.0% 4-26
ATR 2-00 1-31 -0-01 -1.4% 0-00
Volume 2,754 990 -1,764 -64.1% 6,974
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-01 119-06 115-31
R3 118-13 117-18 115-16
R2 116-25 116-25 115-12
R1 115-30 115-30 115-07 115-18
PP 115-05 115-05 115-05 114-31
S1 114-10 114-10 114-29 113-30
S2 113-17 113-17 114-24
S3 111-29 112-22 114-20
S4 110-09 111-02 114-05
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 128-17 126-20 117-23
R3 123-23 121-26 116-12
R2 118-29 118-29 115-30
R1 117-00 117-00 115-16 117-30
PP 114-03 114-03 114-03 114-19
S1 112-06 112-06 114-20 113-04
S2 109-09 109-09 114-06
S3 104-15 107-12 113-24
S4 99-21 102-18 112-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-01 111-07 4-26 4.2% 1-28 1.6% 80% True False 1,394
10 117-18 111-07 6-11 5.5% 1-31 1.7% 61% False False 1,331
20 118-17 110-27 7-22 6.7% 1-28 1.6% 55% False False 1,065
40 122-22 110-27 11-27 10.3% 1-30 1.7% 36% False False 610
Crabel Price Patterns
NR False
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 0-16
Fibonacci Retracements and Extensions
4.250 122-30
2.618 120-09
1.618 118-21
1.000 117-21
0.618 117-01
HIGH 116-01
0.618 115-13
0.500 115-07
0.382 115-01
LOW 114-13
0.618 113-13
1.000 112-25
1.618 111-25
2.618 110-05
4.250 107-16
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 115-07 115-00
PP 115-05 114-30
S1 115-04 114-28

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

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