ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 09-Feb-2009

Day Change Summary
	Previous	Current
	06-Feb-2009	09-Feb-2009	Change	Change %	Previous Week
Open	125-13	124-11	-1-02	-0.8%	125-10
High	126-00	124-29	-1-03	-0.9%	127-20
Low	124-08	123-23	-0-17	-0.4%	124-08
Close	124-17	124-12	-0-05	-0.1%	124-17
Range	1-24	1-06	-0-18	-32.1%	3-12
ATR	2-06	2-03	-0-02	-3.2%	0-00
Volume	2,035	3,457	1,422	69.9%	9,680

Daily Pivots for day following 09-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-29	127-10	125-01
R3	126-23	126-04	124-22
R2	125-17	125-17	124-19
R1	124-30	124-30	124-15	125-08
PP	124-11	124-11	124-11	124-15
S1	123-24	123-24	124-09	124-02
S2	123-05	123-05	124-05
S3	121-31	122-18	124-02
S4	120-25	121-12	123-23

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	135-19	133-14	126-12
R3	132-07	130-02	125-15
R2	128-27	128-27	125-05
R1	126-22	126-22	124-27	126-02
PP	125-15	125-15	125-15	125-05
S1	123-10	123-10	124-07	122-22
S2	122-03	122-03	123-29
S3	118-23	119-30	123-19
S4	115-11	116-18	122-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-16	123-23	3-25	3.0%	1-21	1.3%	17%	False	True	2,321
10	130-11	123-23	6-20	5.3%	2-01	1.6%	10%	False	True	1,861
20	136-17	123-23	12-26	10.3%	2-06	1.7%	5%	False	True	1,266
40	140-16	123-23	16-25	13.5%	2-03	1.7%	4%	False	True	743

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	0-14
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	129-30
2.618	128-00
1.618	126-26
1.000	126-03
0.618	125-20
HIGH	124-29
0.618	124-14
0.500	124-10
0.382	124-06
LOW	123-23
0.618	123-00
1.000	122-17
1.618	121-26
2.618	120-20
4.250	118-22

Fisher Pivots for day following 09-Feb-2009
Pivot	1 day	3 day
R1	124-11	125-02
PP	124-11	124-27
S1	124-10	124-20

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