ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 117-01 118-10 1-09 1.1% 117-11
High 118-11 120-01 1-22 1.4% 117-30
Low 116-30 118-07 1-09 1.1% 116-03
Close 118-04 119-31 1-27 1.6% 117-20
Range 1-13 1-26 0-13 28.9% 1-27
ATR 1-09 1-11 0-01 3.4% 0-00
Volume 64 35 -29 -45.3% 643
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 124-27 124-07 120-31
R3 123-01 122-13 120-15
R2 121-07 121-07 120-10
R1 120-19 120-19 120-04 120-29
PP 119-13 119-13 119-13 119-18
S1 118-25 118-25 119-26 119-03
S2 117-19 117-19 119-20
S3 115-25 116-31 119-15
S4 113-31 115-05 118-31
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 122-24 122-01 118-20
R3 120-29 120-06 118-04
R2 119-02 119-02 117-31
R1 118-11 118-11 117-25 118-22
PP 117-07 117-07 117-07 117-13
S1 116-16 116-16 117-15 116-28
S2 115-12 115-12 117-09
S3 113-17 114-21 117-04
S4 111-22 112-26 116-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-01 116-23 3-10 2.8% 1-02 0.9% 98% True False 132
10 120-01 114-30 5-03 4.2% 1-04 1.0% 99% True False 109
20 120-01 110-08 9-25 8.2% 1-07 1.0% 99% True False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127-24
2.618 124-25
1.618 122-31
1.000 121-27
0.618 121-05
HIGH 120-01
0.618 119-11
0.500 119-04
0.382 118-29
LOW 118-07
0.618 117-03
1.000 116-13
1.618 115-09
2.618 113-15
4.250 110-16
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 119-22 119-15
PP 119-13 118-31
S1 119-04 118-16

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

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