ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 121-11 126-25 5-14 4.5% 117-09
High 128-13 127-06 -1-07 -0.9% 128-13
Low 121-11 123-18 2-07 1.8% 117-01
Close 124-20 125-04 0-16 0.4% 125-04
Range 7-02 3-20 -3-14 -48.7% 11-12
ATR 2-11 2-14 0-03 3.9% 0-00
Volume 38,408 126,193 87,785 228.6% 230,235
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 136-05 134-09 127-04
R3 132-17 130-21 126-04
R2 128-29 128-29 125-25
R1 127-01 127-01 125-15 126-05
PP 125-09 125-09 125-09 124-28
S1 123-13 123-13 124-25 122-17
S2 121-21 121-21 124-15
S3 118-01 119-25 124-04
S4 114-13 116-05 123-04
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 157-21 152-24 131-12
R3 146-09 141-12 128-08
R2 134-29 134-29 127-07
R1 130-00 130-00 126-05 132-14
PP 123-17 123-17 123-17 124-24
S1 118-20 118-20 124-03 121-02
S2 112-05 112-05 123-01
S3 100-25 107-08 122-00
S4 89-13 95-28 118-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-13 117-01 11-12 9.1% 3-07 2.6% 71% False False 46,047
10 128-13 114-01 14-12 11.5% 2-17 2.0% 77% False False 24,651
20 128-13 111-07 17-06 13.7% 2-08 1.8% 81% False False 12,991
40 128-13 110-27 17-18 14.0% 2-05 1.7% 81% False False 6,719
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142-19
2.618 136-22
1.618 133-02
1.000 130-26
0.618 129-14
HIGH 127-06
0.618 125-26
0.500 125-12
0.382 124-30
LOW 123-18
0.618 121-10
1.000 119-30
1.618 117-22
2.618 114-02
4.250 108-05
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 125-12 124-21
PP 125-09 124-07
S1 125-07 123-24

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

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