ECBOT 30 Year Treasury Bond Future March 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 140-14 140-26 0-12 0.3% 134-29
High 141-08 141-12 0-04 0.1% 141-28
Low 139-29 140-08 0-11 0.2% 134-08
Close 141-00 140-15 -0-17 -0.4% 140-26
Range 1-10 1-04 -0-07 -16.5% 7-20
ATR 2-09 2-06 -0-03 -3.7% 0-00
Volume 98,955 95,969 -2,986 -3.0% 842,884
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 144-01 143-11 141-03
R3 142-29 142-08 140-25
R2 141-26 141-26 140-22
R1 141-04 141-04 140-18 140-29
PP 140-22 140-22 140-22 140-19
S1 140-01 140-01 140-12 139-26
S2 139-19 139-19 140-08
S3 138-15 138-29 140-05
S4 137-12 137-26 139-27
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 161-26 158-29 144-31
R3 154-06 151-10 142-28
R2 146-18 146-18 142-06
R1 143-22 143-22 141-16 145-04
PP 138-31 138-31 138-31 139-22
S1 136-02 136-02 140-03 137-17
S2 131-12 131-12 139-13
S3 123-24 128-15 138-23
S4 116-04 120-28 136-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-28 139-04 2-23 1.9% 1-20 1.2% 49% False False 136,318
10 141-28 132-09 9-18 6.8% 2-04 1.5% 85% False False 154,631
20 141-28 126-20 15-08 10.9% 2-05 1.5% 91% False False 176,731
40 141-28 111-07 30-20 21.8% 2-07 1.6% 95% False False 110,325
60 141-28 110-27 31-00 22.1% 2-04 1.5% 96% False False 73,749
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-20
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 146-02
2.618 144-08
1.618 143-05
1.000 142-15
0.618 142-01
HIGH 141-12
0.618 140-30
0.500 140-26
0.382 140-22
LOW 140-08
0.618 139-18
1.000 139-04
1.618 138-15
2.618 137-11
4.250 135-17
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 140-26 140-23
PP 140-22 140-20
S1 140-19 140-18

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

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