ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 121-04 120-23 -0-13 -0.3% 123-05
High 121-13 121-23 0-10 0.3% 124-10
Low 120-17 120-21 0-04 0.1% 120-09
Close 121-06 121-00 -0-06 -0.2% 120-25
Range 0-28 1-02 0-06 21.4% 4-01
ATR 1-16 1-15 -0-01 -2.1% 0-00
Volume 402 588 186 46.3% 1,144
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 124-10 123-23 121-19
R3 123-08 122-21 121-09
R2 122-06 122-06 121-06
R1 121-19 121-19 121-03 121-28
PP 121-04 121-04 121-04 121-09
S1 120-17 120-17 120-29 120-26
S2 120-02 120-02 120-26
S3 119-00 119-15 120-23
S4 117-30 118-13 120-13
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 133-28 131-12 123-00
R3 129-27 127-11 121-28
R2 125-26 125-26 121-17
R1 123-10 123-10 121-05 122-18
PP 121-25 121-25 121-25 121-13
S1 119-09 119-09 120-13 118-16
S2 117-24 117-24 120-01
S3 113-23 115-08 119-22
S4 109-22 111-07 118-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-23 120-09 1-14 1.2% 0-31 0.8% 50% True False 460
10 124-10 120-09 4-01 3.3% 1-08 1.0% 18% False False 325
20 126-29 120-09 6-20 5.5% 1-12 1.1% 11% False False 223
40 130-15 120-09 10-06 8.4% 1-21 1.4% 7% False False 192
60 130-15 120-09 10-06 8.4% 1-17 1.3% 7% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-08
2.618 124-16
1.618 123-14
1.000 122-25
0.618 122-12
HIGH 121-23
0.618 121-10
0.500 121-06
0.382 121-02
LOW 120-21
0.618 120-00
1.000 119-19
1.618 118-30
2.618 117-28
4.250 116-04
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 121-06 121-02
PP 121-04 121-01
S1 121-02 121-01

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

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