ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 124-20 123-24 -0-28 -0.7% 117-09
High 125-09 127-13 2-04 1.7% 128-13
Low 123-08 123-20 0-12 0.3% 117-01
Close 124-08 125-31 1-23 1.4% 125-04
Range 2-01 3-25 1-24 86.2% 11-12
ATR 2-13 2-16 0-03 4.1% 0-00
Volume 113,599 234,995 121,396 106.9% 230,235
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 137-00 135-09 128-02
R3 133-07 131-16 127-00
R2 129-14 129-14 126-21
R1 127-23 127-23 126-10 128-18
PP 125-21 125-21 125-21 126-03
S1 123-30 123-30 125-20 124-26
S2 121-28 121-28 125-09
S3 118-03 120-05 124-30
S4 114-10 116-12 123-28
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
5 128-13 119-03 9-10 7.4% 3-27 3.1% 74% False False 110,014
10 128-13 115-05 13-08 10.5% 2-24 2.2% 82% False False 58,932
20 128-13 111-07 17-06 13.6% 2-10 1.8% 86% False False 30,379
40 128-13 110-27 17-18 13.9% 2-04 1.7% 86% False False 15,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143-15
2.618 137-10
1.618 133-17
1.000 131-06
0.618 129-24
HIGH 127-13
0.618 125-31
0.500 125-16
0.382 125-02
LOW 123-20
0.618 121-09
1.000 119-27
1.618 117-16
2.618 113-23
4.250 107-18
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 125-26 125-24
PP 125-21 125-17
S1 125-16 125-10

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

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