ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 08-Jan-2009

Day Change Summary
	Previous	Current
	07-Jan-2009	08-Jan-2009	Change	Change %	Previous Week
Open	131-11	132-00	0-21	0.5%	139-30
High	131-27	132-09	0-14	0.3%	140-12
Low	130-20	131-05	0-17	0.4%	133-24
Close	131-12	131-24	0-12	0.3%	134-05
Range	1-07	1-04	-0-03	-7.7%	6-20
ATR	2-03	2-01	-0-02	-3.3%	0-00
Volume	661	177	-484	-73.2%	859

Daily Pivots for day following 08-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	135-03	134-18	132-12
R3	133-31	133-14	132-02
R2	132-27	132-27	131-31
R1	132-10	132-10	131-27	132-00
PP	131-23	131-23	131-23	131-19
S1	131-06	131-06	131-21	130-28
S2	130-19	130-19	131-17
S3	129-15	130-02	131-14
S4	128-11	128-30	131-04

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	138-06	130-17	7-21	5.8%	2-14	1.9%	16%	False	False	264
10	140-12	130-17	9-27	7.5%	1-31	1.5%	12%	False	False	214
20	140-16	130-17	9-31	7.6%	2-00	1.5%	12%	False	False	180

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	137-02
2.618	135-07
1.618	134-03
1.000	133-13
0.618	132-31
HIGH	132-09
0.618	131-27
0.500	131-23
0.382	131-19
LOW	131-05
0.618	130-15
1.000	130-01
1.618	129-11
2.618	128-07
4.250	126-12

Fisher Pivots for day following 08-Jan-2009
Pivot	1 day	3 day
R1	131-24	131-22
PP	131-23	131-19
S1	131-23	131-16

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