ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 124-29 124-13 -0-16 -0.4% 124-21
High 125-06 124-21 -0-17 -0.4% 125-31
Low 123-06 122-24 -0-14 -0.4% 122-26
Close 123-22 122-31 -0-23 -0.6% 124-30
Range 2-00 1-29 -0-03 -4.7% 3-05
ATR 1-23 1-23 0-00 0.8% 0-00
Volume 5 3 -2 -40.0% 65
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 129-06 127-31 124-01
R3 127-09 126-02 123-16
R2 125-12 125-12 123-10
R1 124-05 124-05 123-05 123-26
PP 123-15 123-15 123-15 123-09
S1 122-08 122-08 122-25 121-29
S2 121-18 121-18 122-20
S3 119-21 120-11 122-14
S4 117-24 118-14 121-29
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 134-01 132-21 126-22
R3 130-28 129-16 125-26
R2 127-23 127-23 125-17
R1 126-11 126-11 125-07 127-01
PP 124-18 124-18 124-18 124-30
S1 123-06 123-06 124-21 123-28
S2 121-13 121-13 124-11
S3 118-08 120-01 124-02
S4 115-03 116-28 123-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-31 122-24 3-07 2.6% 1-25 1.4% 7% False True 13
10 126-16 122-06 4-10 3.5% 1-21 1.4% 18% False False 11
20 127-17 122-00 5-17 4.5% 1-15 1.2% 18% False False 20
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 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-24
2.618 129-21
1.618 127-24
1.000 126-18
0.618 125-27
HIGH 124-21
0.618 123-30
0.500 123-22
0.382 123-15
LOW 122-24
0.618 121-18
1.000 120-27
1.618 119-21
2.618 117-24
4.250 114-21
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 123-22 124-12
PP 123-15 123-29
S1 123-07 123-14

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

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