ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 127-15 125-15 -2-00 -1.6% 128-12
High 128-02 126-21 -1-13 -1.1% 130-11
Low 125-01 125-07 0-06 0.1% 125-01
Close 125-28 125-13 -0-15 -0.4% 125-13
Range 3-01 1-14 -1-19 -52.6% 5-10
ATR 2-12 2-10 -0-02 -2.8% 0-00
Volume 2,222 1,529 -693 -31.2% 5,869
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 130-02 129-06 126-06
R3 128-20 127-24 125-26
R2 127-06 127-06 125-21
R1 126-10 126-10 125-17 126-01
PP 125-24 125-24 125-24 125-20
S1 124-28 124-28 125-09 124-19
S2 124-10 124-10 125-05
S3 122-28 123-14 125-00
S4 121-14 122-00 124-20
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 142-28 139-14 128-10
R3 137-18 134-04 126-28
R2 132-08 132-08 126-12
R1 128-26 128-26 125-29 127-28
PP 126-30 126-30 126-30 126-14
S1 123-16 123-16 124-29 122-18
S2 121-20 121-20 124-14
S3 116-10 118-06 123-30
S4 111-00 112-28 122-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-11 125-01 5-10 4.2% 2-07 1.8% 7% False False 1,173
10 135-17 125-01 10-16 8.4% 2-13 1.9% 4% False False 924
20 138-06 125-01 13-05 10.5% 2-12 1.9% 3% False False 717
40 140-16 125-01 15-15 12.3% 2-05 1.7% 2% False False 421
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-24
2.618 130-13
1.618 128-31
1.000 128-03
0.618 127-17
HIGH 126-21
0.618 126-03
0.500 125-30
0.382 125-25
LOW 125-07
0.618 124-11
1.000 123-25
1.618 122-29
2.618 121-15
4.250 119-04
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 125-30 127-22
PP 125-24 126-30
S1 125-19 126-05

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

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