ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 115-26 115-00 -0-26 -0.7% 113-20
High 116-17 116-31 0-14 0.4% 115-20
Low 115-01 114-30 -0-03 -0.1% 112-15
Close 115-08 116-22 1-14 1.2% 113-17
Range 1-16 2-01 0-17 35.4% 3-05
ATR 1-17 1-18 0-01 2.3% 0-00
Volume 40 59 19 47.5% 226
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 122-09 121-17 117-26
R3 120-08 119-16 117-08
R2 118-07 118-07 117-02
R1 117-15 117-15 116-28 117-27
PP 116-06 116-06 116-06 116-12
S1 115-14 115-14 116-16 115-26
S2 114-05 114-05 116-10
S3 112-04 113-13 116-04
S4 110-03 111-12 115-18
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
5 116-31 112-15 4-16 3.9% 1-11 1.2% 94% True False 47
10 116-31 112-12 4-19 3.9% 1-09 1.1% 94% True False 38
20 116-31 110-08 6-23 5.8% 1-11 1.1% 96% True False 45
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 0-09
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-19
2.618 122-09
1.618 120-08
1.000 119-00
0.618 118-07
HIGH 116-31
0.618 116-06
0.500 115-30
0.382 115-23
LOW 114-30
0.618 113-22
1.000 112-29
1.618 111-21
2.618 109-20
4.250 106-10
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 116-14 116-12
PP 116-06 116-02
S1 115-30 115-24

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

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