ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 139-08 139-27 0-19 0.4% 140-04
High 140-10 140-07 -0-03 -0.1% 140-06
Low 138-16 136-26 -1-22 -1.2% 138-23
Close 140-04 136-24 -3-12 -2.4% 139-28
Range 1-26 3-13 1-19 87.9% 1-15
ATR 1-25 1-29 0-04 6.5% 0-00
Volume 326 437 111 34.0% 919
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 148-05 145-27 138-20
R3 144-24 142-14 137-22
R2 141-11 141-11 137-12
R1 139-01 139-01 137-02 138-16
PP 137-30 137-30 137-30 137-21
S1 135-20 135-20 136-14 135-02
S2 134-17 134-17 136-04
S3 131-04 132-07 135-26
S4 127-23 128-26 134-28
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
5 140-12 136-26 3-18 2.6% 1-16 1.1% -2% False True 165
10 140-16 136-26 3-22 2.7% 1-17 1.1% -2% False True 208
20 140-16 129-02 11-14 8.4% 1-30 1.4% 67% False False 124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 154-22
2.618 149-04
1.618 145-23
1.000 143-20
0.618 142-10
HIGH 140-07
0.618 138-29
0.500 138-16
0.382 138-04
LOW 136-26
0.618 134-23
1.000 133-13
1.618 131-10
2.618 127-29
4.250 122-11
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 138-16 138-19
PP 137-30 137-31
S1 137-11 137-12

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

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