ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 124-13 123-22 -0-23 -0.6% 124-21
High 124-21 129-04 4-15 3.6% 125-31
Low 122-24 122-20 -0-04 -0.1% 122-26
Close 122-31 128-01 5-02 4.1% 124-30
Range 1-29 6-16 4-19 241.0% 3-05
ATR 1-23 2-02 0-11 19.8% 0-00
Volume 3 11 8 266.7% 65
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 146-03 143-18 131-19
R3 139-19 137-02 129-26
R2 133-03 133-03 129-07
R1 130-18 130-18 128-20 131-26
PP 126-19 126-19 126-19 127-07
S1 124-02 124-02 127-14 125-10
S2 120-03 120-03 126-27
S3 113-19 117-18 126-08
S4 107-03 111-02 124-15
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
5 129-04 122-20 6-16 5.1% 2-23 2.1% 83% True True 13
10 129-04 122-16 6-20 5.2% 2-05 1.7% 83% True False 10
20 129-04 122-00 7-04 5.6% 1-24 1.4% 85% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 156-24
2.618 146-05
1.618 139-21
1.000 135-20
0.618 133-05
HIGH 129-04
0.618 126-21
0.500 125-28
0.382 125-03
LOW 122-20
0.618 118-19
1.000 116-04
1.618 112-03
2.618 105-19
4.250 95-00
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 127-10 127-10
PP 126-19 126-19
S1 125-28 125-28

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

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