ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 05-Jan-2009

Day Change Summary
	Previous	Current
	02-Jan-2009	05-Jan-2009	Change	Change %	Previous Week
Open	137-22	134-10	-3-12	-2.5%	139-30
High	138-06	134-16	-3-22	-2.7%	140-12
Low	133-24	131-02	-2-22	-2.0%	133-24
Close	134-05	131-22	-2-15	-1.8%	134-05
Range	4-14	3-14	-1-00	-22.5%	6-20
ATR	2-02	2-06	0-03	4.7%	0-00
Volume	56	206	150	267.9%	859

Daily Pivots for day following 05-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	142-23	140-21	133-18
R3	139-09	137-07	132-20
R2	135-27	135-27	132-10
R1	133-25	133-25	132-00	133-03
PP	132-13	132-13	132-13	132-02
S1	130-11	130-11	131-12	129-21
S2	128-31	128-31	131-02
S3	125-17	126-29	130-24
S4	122-03	123-15	129-26

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	155-31	151-22	137-26
R3	149-11	145-02	135-31
R2	142-23	142-23	135-12
R1	138-14	138-14	134-24	137-08
PP	136-03	136-03	136-03	135-16
S1	131-26	131-26	133-18	130-20
S2	129-15	129-15	132-30
S3	122-27	125-06	132-11
S4	116-07	118-18	130-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-12	131-02	9-10	7.1%	2-28	2.2%	7%	False	True	213
10	140-12	131-02	9-10	7.1%	1-28	1.4%	7%	False	True	215
20	140-16	130-30	9-18	7.3%	2-03	1.6%	8%	False	False	133

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149-04
2.618	143-16
1.618	140-02
1.000	137-30
0.618	136-20
HIGH	134-16
0.618	133-06
0.500	132-25
0.382	132-12
LOW	131-02
0.618	128-30
1.000	127-20
1.618	125-16
2.618	122-02
4.250	116-14

Fisher Pivots for day following 05-Jan-2009
Pivot	1 day	3 day
R1	132-25	135-20
PP	132-13	134-10
S1	132-02	133-00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols