ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 125-14 124-23 -0-23 -0.6% 125-20
High 125-20 126-02 0-14 0.3% 126-19
Low 124-12 124-10 -0-02 -0.1% 124-12
Close 124-20 125-25 1-05 0.9% 124-20
Range 1-08 1-24 0-16 40.0% 2-07
ATR 1-25 1-25 0-00 -0.1% 0-00
Volume 367 374 7 1.9% 871
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 130-20 129-31 126-24
R3 128-28 128-07 126-08
R2 127-04 127-04 126-03
R1 126-15 126-15 125-30 126-26
PP 125-12 125-12 125-12 125-18
S1 124-23 124-23 125-20 125-02
S2 123-20 123-20 125-15
S3 121-28 122-31 125-10
S4 120-04 121-07 124-26
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 131-27 130-15 125-27
R3 129-20 128-08 125-08
R2 127-13 127-13 125-01
R1 126-01 126-01 124-27 125-20
PP 125-06 125-06 125-06 125-00
S1 123-26 123-26 124-13 123-12
S2 122-31 122-31 124-07
S3 120-24 121-19 124-00
S4 118-17 119-12 123-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-19 124-10 2-09 1.8% 1-10 1.0% 64% False True 249
10 129-16 124-10 5-06 4.1% 1-15 1.2% 28% False True 275
20 130-15 122-20 7-27 6.2% 1-29 1.5% 40% False False 196
40 130-15 122-00 8-15 6.7% 1-22 1.3% 45% False False 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-16
2.618 130-21
1.618 128-29
1.000 127-26
0.618 127-05
HIGH 126-02
0.618 125-13
0.500 125-06
0.382 124-31
LOW 124-10
0.618 123-07
1.000 122-18
1.618 121-15
2.618 119-23
4.250 116-28
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 125-19 125-22
PP 125-12 125-18
S1 125-06 125-14

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

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