ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 115-00 114-26 -0-06 -0.2% 113-20
High 115-01 116-01 1-00 0.9% 115-20
Low 114-12 114-17 0-05 0.1% 112-15
Close 115-01 115-28 0-27 0.7% 113-17
Range 0-21 1-16 0-27 128.6% 3-05
ATR 1-18 1-17 0-00 -0.2% 0-00
Volume 13 25 12 92.3% 226
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 119-31 119-14 116-22
R3 118-15 117-30 116-09
R2 116-31 116-31 116-05
R1 116-14 116-14 116-00 116-22
PP 115-15 115-15 115-15 115-20
S1 114-30 114-30 115-24 115-06
S2 113-31 113-31 115-19
S3 112-15 113-14 115-15
S4 110-31 111-30 115-02
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 123-11 121-19 115-09
R3 120-06 118-14 114-13
R2 117-01 117-01 114-04
R1 115-09 115-09 113-26 114-18
PP 113-28 113-28 113-28 113-17
S1 112-04 112-04 113-08 111-14
S2 110-23 110-23 112-30
S3 107-18 108-31 112-21
S4 104-13 105-26 111-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-01 112-15 3-18 3.1% 1-07 1.1% 96% True False 46
10 116-01 110-08 5-25 5.0% 1-09 1.1% 97% True False 33
20 116-13 110-08 6-05 5.3% 1-10 1.1% 91% False False 41
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 0-09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-13
2.618 119-31
1.618 118-15
1.000 117-17
0.618 116-31
HIGH 116-01
0.618 115-15
0.500 115-09
0.382 115-03
LOW 114-17
0.618 113-19
1.000 113-01
1.618 112-03
2.618 110-19
4.250 108-05
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 115-22 115-11
PP 115-15 114-25
S1 115-09 114-08

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

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