ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	114-14	114-30	0-16	0.4%	114-29
High	115-14	115-24	0-10	0.3%	117-07
Low	114-00	114-09	0-09	0.2%	114-09
Close	114-23	115-07	0-16	0.4%	114-27
Range	1-14	1-15	0-01	2.2%	2-30
ATR	1-16	1-16	0-00	-0.1%	0-00
Volume	141	56	-85	-60.3%	2,200

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-16	118-26	116-01
R3	118-01	117-11	115-20
R2	116-18	116-18	115-16
R1	115-28	115-28	115-11	116-07
PP	115-03	115-03	115-03	115-08
S1	114-13	114-13	115-03	114-24
S2	113-20	113-20	114-30
S3	112-05	112-30	114-26
S4	110-22	111-15	114-13

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-08	122-16	116-15
R3	121-10	119-18	115-21
R2	118-12	118-12	115-12
R1	116-20	116-20	115-04	116-01
PP	115-14	115-14	115-14	115-05
S1	113-22	113-22	114-18	113-03
S2	112-16	112-16	114-10
S3	109-18	110-24	114-01
S4	106-20	107-26	113-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-19	113-24	2-27	2.5%	1-13	1.2%	52%	False	False	342
10	117-07	113-24	3-15	3.0%	1-16	1.3%	42%	False	False	266
20	120-01	113-24	6-09	5.5%	1-13	1.2%	23%	False	False	194
40	120-01	110-08	9-25	8.5%	1-10	1.1%	51%	False	False	119

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	0-11
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-00
2.618	119-19
1.618	118-04
1.000	117-07
0.618	116-21
HIGH	115-24
0.618	115-06
0.500	115-00
0.382	114-27
LOW	114-09
0.618	113-12
1.000	112-26
1.618	111-29
2.618	110-14
4.250	108-01

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	115-05	115-02
PP	115-03	114-29
S1	115-00	114-24

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