ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 128-17 127-24 -0-25 -0.6% 128-00
High 128-20 128-19 -0-01 0.0% 128-13
Low 127-00 127-13 0-13 0.3% 125-17
Close 127-21 128-13 0-24 0.6% 127-07
Range 1-20 1-06 -0-14 -26.9% 2-28
ATR 1-31 1-29 -0-02 -2.8% 0-00
Volume 60 276 216 360.0% 1,044
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 131-22 131-08 129-02
R3 130-16 130-02 128-23
R2 129-10 129-10 128-20
R1 128-28 128-28 128-16 129-03
PP 128-04 128-04 128-04 128-08
S1 127-22 127-22 128-10 127-29
S2 126-30 126-30 128-06
S3 125-24 126-16 128-03
S4 124-18 125-10 127-24
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 135-22 134-10 128-26
R3 132-26 131-14 128-00
R2 129-30 129-30 127-24
R1 128-18 128-18 127-15 127-26
PP 127-02 127-02 127-02 126-22
S1 125-22 125-22 126-31 124-30
S2 124-06 124-06 126-22
S3 121-10 122-26 126-14
S4 118-14 119-30 125-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-20 125-21 2-31 2.3% 1-16 1.2% 93% False False 112
10 130-15 122-20 7-27 6.1% 2-06 1.7% 74% False False 150
20 130-15 122-06 8-09 6.4% 1-30 1.5% 75% False False 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 133-20
2.618 131-22
1.618 130-16
1.000 129-25
0.618 129-10
HIGH 128-19
0.618 128-04
0.500 128-00
0.382 127-28
LOW 127-13
0.618 126-22
1.000 126-07
1.618 125-16
2.618 124-10
4.250 122-12
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 128-09 128-05
PP 128-04 127-29
S1 128-00 127-20

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

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