ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	119-08	118-20	-0-20	-0.5%	117-10
High	119-31	118-29	-1-02	-0.9%	120-01
Low	118-20	117-04	-1-16	-1.3%	116-30
Close	118-26	117-15	-1-11	-1.1%	119-15
Range	1-11	1-25	0-14	32.6%	3-03
ATR	1-13	1-14	0-01	1.9%	0-00
Volume	52	52	0	0.0%	681

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-06	122-03	118-14
R3	121-13	120-10	117-31
R2	119-20	119-20	117-25
R1	118-17	118-17	117-20	118-06
PP	117-27	117-27	117-27	117-21
S1	116-24	116-24	117-10	116-13
S2	116-02	116-02	117-05
S3	114-09	114-31	116-31
S4	112-16	113-06	116-16

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-03	126-28	121-05
R3	125-00	123-25	120-10
R2	121-29	121-29	120-01
R1	120-22	120-22	119-24	121-10
PP	118-26	118-26	118-26	119-04
S1	117-19	117-19	119-06	118-06
S2	115-23	115-23	118-29
S3	112-20	114-16	118-20
S4	109-17	111-13	117-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-01	117-04	2-29	2.5%	1-13	1.2%	12%	False	True	100
10	120-01	116-03	3-30	3.4%	1-05	1.0%	35%	False	False	123
20	120-01	112-15	7-18	6.4%	1-07	1.0%	66%	False	False	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-07
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-15
2.618	123-18
1.618	121-25
1.000	120-22
0.618	120-00
HIGH	118-29
0.618	118-07
0.500	118-00
0.382	117-26
LOW	117-04
0.618	116-01
1.000	115-11
1.618	114-08
2.618	112-15
4.250	109-18

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	118-00	118-18
PP	117-27	118-06
S1	117-21	117-26

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols