ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 131-25 134-07 2-14 1.8% 134-10
High 133-17 134-07 0-22 0.5% 134-16
Low 131-01 132-21 1-20 1.2% 130-17
Close 133-16 133-16 0-00 0.0% 131-28
Range 2-16 1-18 -0-30 -37.5% 3-31
ATR 2-03 2-01 -0-01 -1.8% 0-00
Volume 594 598 4 0.7% 2,096
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 138-05 137-12 134-12
R3 136-19 135-26 133-30
R2 135-01 135-01 133-25
R1 134-08 134-08 133-21 133-28
PP 133-15 133-15 133-15 133-08
S1 132-22 132-22 133-11 132-10
S2 131-29 131-29 133-07
S3 130-11 131-04 133-02
S4 128-25 129-18 132-20
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 144-07 142-00 134-02
R3 140-08 138-01 132-31
R2 136-09 136-09 132-19
R1 134-02 134-02 132-08 133-06
PP 132-10 132-10 132-10 131-28
S1 130-03 130-03 131-16 129-07
S2 128-11 128-11 131-05
S3 124-12 126-04 130-25
S4 120-13 122-05 129-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-07 130-20 3-19 2.7% 1-24 1.3% 80% True False 572
10 140-10 130-17 9-25 7.3% 2-12 1.8% 30% False False 410
20 140-16 130-17 9-31 7.5% 1-31 1.5% 30% False False 277
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 0-16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140-28
2.618 138-10
1.618 136-24
1.000 135-25
0.618 135-06
HIGH 134-07
0.618 133-20
0.500 133-14
0.382 133-08
LOW 132-21
0.618 131-22
1.000 131-03
1.618 130-04
2.618 128-18
4.250 126-00
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 133-15 133-05
PP 133-15 132-27
S1 133-14 132-16

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

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