ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 120-10 120-15 0-05 0.1% 120-24
High 121-00 121-23 0-23 0.6% 121-23
Low 119-22 120-10 0-20 0.5% 118-06
Close 120-21 121-19 0-30 0.8% 118-31
Range 1-10 1-13 0-03 7.1% 3-17
ATR 1-16 1-16 0-00 -0.5% 0-00
Volume 2,097 2,103 6 0.3% 3,655
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 125-14 124-29 122-12
R3 124-01 123-16 121-31
R2 122-20 122-20 121-27
R1 122-03 122-03 121-23 122-12
PP 121-07 121-07 121-07 121-11
S1 120-22 120-22 121-15 120-30
S2 119-26 119-26 121-11
S3 118-13 119-09 121-07
S4 117-00 117-28 120-26
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 130-07 128-04 120-29
R3 126-22 124-19 119-30
R2 123-05 123-05 119-20
R1 121-02 121-02 119-09 120-11
PP 119-20 119-20 119-20 119-08
S1 117-17 117-17 118-21 116-26
S2 116-03 116-03 118-10
S3 112-18 114-00 118-00
S4 109-01 110-15 117-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-23 118-06 3-17 2.9% 1-14 1.2% 96% True False 1,623
10 121-23 118-06 3-17 2.9% 1-07 1.0% 96% True False 1,042
20 126-07 118-06 8-01 6.6% 1-12 1.1% 42% False False 581
40 130-15 118-06 12-09 10.1% 1-20 1.3% 28% False False 394
60 130-15 118-06 12-09 10.1% 1-18 1.3% 28% False False 269
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 0-10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-22
2.618 125-13
1.618 124-00
1.000 123-04
0.618 122-19
HIGH 121-23
0.618 121-06
0.500 121-00
0.382 120-27
LOW 120-10
0.618 119-14
1.000 118-29
1.618 118-01
2.618 116-20
4.250 114-11
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 121-13 121-07
PP 121-07 120-27
S1 121-00 120-16

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

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