ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 117-11 117-09 -0-02 -0.1% 115-00
High 117-25 117-16 -0-09 -0.2% 117-12
Low 117-00 116-06 -0-26 -0.7% 114-12
Close 117-08 117-02 -0-06 -0.2% 117-07
Range 0-25 1-10 0-17 68.0% 3-00
ATR 1-16 1-15 0-00 -0.8% 0-00
Volume 64 128 64 100.0% 214
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 120-27 120-09 117-25
R3 119-17 118-31 117-14
R2 118-07 118-07 117-10
R1 117-21 117-21 117-06 117-09
PP 116-29 116-29 116-29 116-24
S1 116-11 116-11 116-30 115-31
S2 115-19 115-19 116-26
S3 114-09 115-01 116-22
S4 112-31 113-23 116-11
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
5 117-25 114-30 2-27 2.4% 1-11 1.1% 75% False False 73
10 117-25 112-15 5-10 4.5% 1-09 1.1% 86% False False 60
20 117-25 110-08 7-17 6.4% 1-08 1.1% 90% False False 45
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-02
2.618 120-30
1.618 119-20
1.000 118-26
0.618 118-10
HIGH 117-16
0.618 117-00
0.500 116-27
0.382 116-22
LOW 116-06
0.618 115-12
1.000 114-28
1.618 114-02
2.618 112-24
4.250 110-20
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 117-00 117-01
PP 116-29 117-00
S1 116-27 117-00

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

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