ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 116-23 117-11 0-20 0.5% 115-00
High 117-12 117-25 0-13 0.3% 117-12
Low 116-10 117-00 0-22 0.6% 114-12
Close 117-07 117-08 0-01 0.0% 117-07
Range 1-02 0-25 -0-09 -26.5% 3-00
ATR 1-17 1-16 -0-02 -3.5% 0-00
Volume 77 64 -13 -16.9% 214
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 119-22 119-08 117-22
R3 118-29 118-15 117-15
R2 118-04 118-04 117-13
R1 117-22 117-22 117-10 117-16
PP 117-11 117-11 117-11 117-08
S1 116-29 116-29 117-06 116-24
S2 116-18 116-18 117-03
S3 115-25 116-04 117-01
S4 115-00 115-11 116-26
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 125-10 124-09 118-28
R3 122-10 121-09 118-01
R2 119-10 119-10 117-25
R1 118-09 118-09 117-16 118-26
PP 116-10 116-10 116-10 116-19
S1 115-09 115-09 116-30 115-26
S2 113-10 113-10 116-21
S3 110-10 112-09 116-13
S4 107-10 109-09 115-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-25 114-17 3-08 2.8% 1-12 1.2% 84% True False 53
10 117-25 112-15 5-10 4.5% 1-09 1.1% 90% True False 48
20 117-25 110-08 7-17 6.4% 1-08 1.1% 93% True False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-03
2.618 119-26
1.618 119-01
1.000 118-18
0.618 118-08
HIGH 117-25
0.618 117-15
0.500 117-12
0.382 117-10
LOW 117-00
0.618 116-17
1.000 116-07
1.618 115-24
2.618 114-31
4.250 113-22
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 117-12 116-30
PP 117-11 116-21
S1 117-10 116-12

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

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