ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 139-06 139-27 0-21 0.5% 140-04
High 139-26 140-06 0-12 0.3% 140-06
Low 139-06 139-27 0-21 0.5% 138-23
Close 139-06 139-28 0-22 0.5% 139-28
Range 0-20 0-11 -0-09 -45.0% 1-15
ATR 1-28 1-26 -0-02 -3.3% 0-00
Volume 24 0 -24 -100.0% 919
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 141-00 140-25 140-02
R3 140-21 140-14 139-31
R2 140-10 140-10 139-30
R1 140-03 140-03 139-29 140-06
PP 139-31 139-31 139-31 140-01
S1 139-24 139-24 139-27 139-28
S2 139-20 139-20 139-26
S3 139-09 139-13 139-25
S4 138-30 139-02 139-22
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 144-00 143-13 140-22
R3 142-17 141-30 140-09
R2 141-02 141-02 140-05
R1 140-15 140-15 140-00 140-01
PP 139-19 139-19 139-19 139-12
S1 139-00 139-00 139-24 138-18
S2 138-04 138-04 139-19
S3 136-21 137-17 139-15
S4 135-06 136-02 139-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-06 138-23 1-15 1.1% 0-29 0.6% 79% True False 217
10 140-16 131-07 9-09 6.6% 1-25 1.3% 93% False False 141
20 140-16 125-10 15-06 10.9% 2-00 1.4% 96% False False 91
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 141-21
2.618 141-03
1.618 140-24
1.000 140-17
0.618 140-13
HIGH 140-06
0.618 140-02
0.500 140-00
0.382 139-31
LOW 139-27
0.618 139-20
1.000 139-16
1.618 139-09
2.618 138-30
4.250 138-12
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 140-00 139-24
PP 139-31 139-19
S1 139-30 139-14

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

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