ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 11-Jun-2009

Day Change Summary
	Previous	Current
	10-Jun-2009	11-Jun-2009	Change	Change %	Previous Week
Open	111-22	110-15	-1-07	-1.1%	116-02
High	112-04	112-22	0-18	0.5%	116-02
Low	110-26	110-08	-0-18	-0.5%	111-26
Close	111-12	112-08	0-28	0.8%	111-28
Range	1-10	2-14	1-04	85.7%	4-08
ATR
Volume	37	12	-25	-67.6%	393

Daily Pivots for day following 11-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-01	118-03	113-19
R3	116-19	115-21	112-29
R2	114-05	114-05	112-22
R1	113-07	113-07	112-15	113-22
PP	111-23	111-23	111-23	111-31
S1	110-25	110-25	112-01	111-08
S2	109-09	109-09	111-26
S3	106-27	108-11	111-19
S4	104-13	105-29	110-29

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-00	123-06	114-07
R3	121-24	118-30	113-01
R2	117-16	117-16	112-21
R1	114-22	114-22	112-08	113-31
PP	113-08	113-08	113-08	112-28
S1	110-14	110-14	111-16	109-23
S2	109-00	109-00	111-03
S3	104-24	106-06	110-23
S4	100-16	101-30	109-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-14	110-08	3-06	2.8%	1-13	1.3%	63%	False	True	22
10	116-13	110-08	6-05	5.5%	1-12	1.2%	32%	False	True	51

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	123-02
2.618	119-02
1.618	116-20
1.000	115-04
0.618	114-06
HIGH	112-22
0.618	111-24
0.500	111-15
0.382	111-06
LOW	110-08
0.618	108-24
1.000	107-26
1.618	106-10
2.618	103-28
4.250	99-28

Fisher Pivots for day following 11-Jun-2009
Pivot	1 day	3 day
R1	112-00	112-00
PP	111-23	111-23
S1	111-15	111-15

Download as Excel Spreadsheet

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

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