ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 116-16 116-20 0-04 0.1% 111-22
High 117-10 117-11 0-01 0.0% 116-01
Low 116-10 116-07 -0-03 -0.1% 111-07
Close 117-04 116-25 -0-11 -0.3% 115-02
Range 1-00 1-04 0-04 12.5% 4-26
ATR 1-30 1-28 -0-02 -3.0% 0-00
Volume 867 326 -541 -62.4% 6,974
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-05 119-19 117-13
R3 119-01 118-15 117-03
R2 117-29 117-29 117-00
R1 117-11 117-11 116-28 117-20
PP 116-25 116-25 116-25 116-30
S1 116-07 116-07 116-22 116-16
S2 115-21 115-21 116-18
S3 114-17 115-03 116-15
S4 113-13 113-31 116-05
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
5 117-11 114-01 3-10 2.8% 1-18 1.3% 83% True False 1,970
10 117-11 111-07 6-04 5.2% 1-25 1.5% 91% True False 1,633
20 118-17 110-27 7-22 6.6% 1-29 1.6% 77% False False 1,356
40 121-12 110-27 10-17 9.0% 1-28 1.6% 56% False False 754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-04
2.618 120-09
1.618 119-05
1.000 118-15
0.618 118-01
HIGH 117-11
0.618 116-29
0.500 116-25
0.382 116-21
LOW 116-07
0.618 115-17
1.000 115-03
1.618 114-13
2.618 113-09
4.250 111-14
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 116-25 116-13
PP 116-25 116-02
S1 116-25 115-22

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

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