ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 123-28 123-05 -0-23 -0.6% 124-23
High 124-21 123-30 -0-23 -0.6% 126-29
Low 123-08 123-02 -0-06 -0.2% 123-23
Close 123-10 123-28 0-18 0.5% 124-01
Range 1-13 0-28 -0-17 -37.8% 3-06
ATR 1-23 1-21 -0-02 -3.5% 0-00
Volume 158 229 71 44.9% 619
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 126-08 125-30 124-11
R3 125-12 125-02 124-04
R2 124-16 124-16 124-01
R1 124-06 124-06 123-31 124-11
PP 123-20 123-20 123-20 123-22
S1 123-10 123-10 123-25 123-15
S2 122-24 122-24 123-23
S3 121-28 122-14 123-20
S4 121-00 121-18 123-13
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 134-14 132-14 125-25
R3 131-08 129-08 124-29
R2 128-02 128-02 124-20
R1 126-02 126-02 124-10 125-15
PP 124-28 124-28 124-28 124-19
S1 122-28 122-28 123-24 122-09
S2 121-22 121-22 123-14
S3 118-16 119-22 123-05
S4 115-10 116-16 122-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-07 123-02 3-05 2.5% 1-19 1.3% 26% False True 93
10 126-29 123-02 3-27 3.1% 1-15 1.2% 21% False True 143
20 129-16 123-02 6-14 5.2% 1-15 1.2% 13% False True 177
40 130-15 122-00 8-15 6.8% 1-23 1.4% 22% False False 120
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0-12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-21
2.618 126-07
1.618 125-11
1.000 124-26
0.618 124-15
HIGH 123-30
0.618 123-19
0.500 123-16
0.382 123-13
LOW 123-02
0.618 122-17
1.000 122-06
1.618 121-21
2.618 120-25
4.250 119-11
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 123-24 124-20
PP 123-20 124-12
S1 123-16 124-04

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

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