ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 120-01 120-01 0-00 0.0% 122-01
High 121-00 120-02 -0-31 -0.8% 123-01
Low 120-00 119-00 -1-00 -0.8% 119-02
Close 120-03 119-01 -1-02 -0.9% 120-00
Range 1-00 1-01 0-01 3.4% 3-31
ATR 1-10 1-10 -0-01 -1.3% 0-00
Volume 39,708 188,385 148,677 374.4% 1,210,573
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 122-15 121-26 119-20
R3 121-14 120-24 119-10
R2 120-13 120-13 119-07
R1 119-23 119-23 119-04 119-17
PP 119-12 119-12 119-12 119-09
S1 118-22 118-22 118-30 118-16
S2 118-11 118-11 118-27
S3 117-09 117-21 118-24
S4 116-08 116-20 118-15
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 132-18 130-08 122-06
R3 128-20 126-09 121-03
R2 124-21 124-21 120-23
R1 122-11 122-11 120-12 121-16
PP 120-22 120-22 120-22 120-09
S1 118-12 118-12 119-20 117-18
S2 116-24 116-24 119-09
S3 112-25 114-13 118-29
S4 108-26 110-14 117-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-01 119-00 4-00 3.4% 1-18 1.3% 1% False True 225,282
10 123-02 119-00 4-02 3.4% 1-12 1.2% 1% False True 228,875
20 123-02 118-01 5-02 4.2% 1-08 1.0% 20% False False 212,548
40 123-02 116-30 6-04 5.2% 1-10 1.1% 34% False False 187,862
60 123-02 113-16 9-18 8.0% 1-13 1.2% 58% False False 125,774
80 123-02 113-16 9-18 8.0% 1-13 1.2% 58% False False 94,359
100 123-02 110-08 12-26 10.8% 1-12 1.2% 69% False False 75,495
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-15
2.618 122-25
1.618 121-23
1.000 121-03
0.618 120-22
HIGH 120-02
0.618 119-21
0.500 119-17
0.382 119-13
LOW 119-00
0.618 118-12
1.000 117-31
1.618 117-11
2.618 116-09
4.250 114-19
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 119-17 120-00
PP 119-12 119-22
S1 119-07 119-12

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

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