ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 134-00 132-19 -1-13 -1.0% 131-25
High 134-00 132-24 -1-08 -0.9% 136-17
Low 131-09 129-24 -1-17 -1.2% 131-01
Close 133-21 130-13 -3-08 -2.4% 134-30
Range 2-23 3-00 0-09 10.3% 5-16
ATR 2-08 2-12 0-04 5.2% 0-00
Volume 536 843 307 57.3% 4,017
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 139-31 138-06 132-02
R3 136-31 135-06 131-07
R2 133-31 133-31 130-31
R1 132-06 132-06 130-22 131-18
PP 130-31 130-31 130-31 130-21
S1 129-06 129-06 130-04 128-18
S2 127-31 127-31 129-27
S3 124-31 126-06 129-19
S4 121-31 123-06 128-24
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 150-21 148-10 137-31
R3 145-05 142-26 136-14
R2 139-21 139-21 135-30
R1 137-10 137-10 135-14 138-16
PP 134-05 134-05 134-05 134-24
S1 131-26 131-26 134-14 133-00
S2 128-21 128-21 133-30
S3 123-05 126-10 133-14
S4 117-21 120-26 131-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136-17 129-24 6-25 5.2% 2-20 2.0% 10% False True 840
10 136-17 129-24 6-25 5.2% 2-06 1.7% 10% False True 706
20 140-12 129-24 10-20 8.1% 2-02 1.6% 6% False True 463
40 140-16 122-13 18-03 13.9% 2-02 1.6% 44% False False 258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145-16
2.618 140-19
1.618 137-19
1.000 135-24
0.618 134-19
HIGH 132-24
0.618 131-19
0.500 131-08
0.382 130-29
LOW 129-24
0.618 127-29
1.000 126-24
1.618 124-29
2.618 121-29
4.250 117-00
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 131-08 132-20
PP 130-31 131-29
S1 130-22 131-05

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

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