ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 121-20 121-30 0-10 0.3% 119-08
High 122-01 122-11 0-10 0.3% 122-11
Low 121-04 121-04 0-00 0.0% 119-08
Close 121-25 121-18 -0-07 -0.2% 121-18
Range 0-29 1-07 0-10 34.5% 3-03
ATR 1-15 1-14 -0-01 -1.2% 0-00
Volume 2,130 3,024 894 42.0% 11,451
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 125-11 124-21 122-07
R3 124-04 123-14 121-29
R2 122-29 122-29 121-25
R1 122-07 122-07 121-22 121-30
PP 121-22 121-22 121-22 121-17
S1 121-00 121-00 121-14 120-24
S2 120-15 120-15 121-11
S3 119-08 119-25 121-07
S4 118-01 118-18 120-29
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 130-11 129-01 123-08
R3 127-08 125-30 122-13
R2 124-05 124-05 122-04
R1 122-27 122-27 121-27 123-16
PP 121-02 121-02 121-02 121-12
S1 119-24 119-24 121-09 120-13
S2 117-31 117-31 121-00
S3 114-28 116-21 120-23
S4 111-25 113-18 119-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-11 119-08 3-03 2.5% 1-07 1.0% 75% True False 2,290
10 122-11 118-06 4-05 3.4% 1-07 1.0% 81% True False 1,510
20 126-07 118-06 8-01 6.6% 1-11 1.1% 42% False False 837
40 129-16 118-06 11-10 9.3% 1-14 1.2% 30% False False 522
60 130-15 118-06 12-09 10.1% 1-18 1.3% 27% False False 355
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 2 trading days
Fibonacci Retracements and Extensions
4.250 127-17
2.618 125-17
1.618 124-10
1.000 123-18
0.618 123-03
HIGH 122-11
0.618 121-28
0.500 121-24
0.382 121-19
LOW 121-04
0.618 120-12
1.000 119-29
1.618 119-05
2.618 117-30
4.250 115-30
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 121-24 121-16
PP 121-22 121-13
S1 121-20 121-10

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

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