ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 120-00 119-02 -0-30 -0.8% 119-01
High 120-01 119-02 -0-31 -0.8% 121-00
Low 119-01 118-03 -0-30 -0.8% 118-03
Close 119-02 119-00 -0-02 0.0% 119-00
Range 1-00 1-00 -0-01 -1.9% 2-30
ATR 1-08 1-08 -0-01 -1.5% 0-00
Volume 243,775 218,230 -25,545 -10.5% 1,024,677
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 121-22 121-11 119-17
R3 120-22 120-11 119-09
R2 119-23 119-23 119-06
R1 119-11 119-11 119-03 119-01
PP 118-23 118-23 118-23 118-18
S1 118-12 118-12 118-29 118-02
S2 117-23 117-23 118-26
S3 116-24 117-12 118-23
S4 115-24 116-13 118-15
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 128-04 126-16 120-20
R3 125-07 123-18 119-26
R2 122-09 122-09 119-17
R1 120-21 120-21 119-09 120-00
PP 119-12 119-12 119-12 119-01
S1 117-23 117-23 118-24 117-03
S2 116-14 116-14 118-15
S3 113-16 114-25 118-06
S4 110-19 111-28 117-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-00 118-03 2-30 2.5% 1-06 1.0% 32% False True 204,935
10 121-00 118-02 2-30 2.5% 1-03 0.9% 32% False False 214,492
20 123-02 118-02 5-00 4.2% 1-06 1.0% 19% False False 219,252
40 123-02 117-02 6-01 5.1% 1-09 1.1% 32% False False 210,301
60 123-02 113-16 9-18 8.0% 1-12 1.2% 57% False False 151,886
80 123-02 113-16 9-18 8.0% 1-12 1.2% 57% False False 113,964
100 123-02 110-08 12-26 10.8% 1-11 1.1% 68% False False 91,181
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-01
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 123-08
2.618 121-21
1.618 120-21
1.000 120-02
0.618 119-22
HIGH 119-02
0.618 118-22
0.500 118-18
0.382 118-15
LOW 118-03
0.618 117-15
1.000 117-03
1.618 116-15
2.618 115-16
4.250 113-28
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 118-28 119-03
PP 118-23 119-02
S1 118-18 119-01

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

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