ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 118-02 120-01 1-30 1.7% 118-03
High 120-01 120-01 0-00 0.0% 120-01
Low 118-02 119-02 1-00 0.8% 117-02
Close 120-00 119-03 -0-30 -0.8% 120-00
Range 1-31 1-00 -0-31 -49.8% 2-30
ATR 1-11 1-10 -0-01 -1.9% 0-00
Volume 267,874 292,903 25,029 9.3% 1,196,835
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 122-12 121-23 119-20
R3 121-12 120-23 119-11
R2 120-12 120-12 119-08
R1 119-23 119-23 119-06 119-18
PP 119-13 119-13 119-13 119-10
S1 118-24 118-24 119-00 118-18
S2 118-13 118-13 118-29
S3 117-13 117-24 118-26
S4 116-13 116-24 118-17
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 127-28 126-29 121-20
R3 124-30 123-30 120-26
R2 122-00 122-00 120-18
R1 121-00 121-00 120-09 121-16
PP 119-01 119-01 119-01 119-09
S1 118-02 118-02 119-24 118-18
S2 116-03 116-03 119-15
S3 113-04 115-03 119-07
S4 110-06 112-05 118-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-01 117-03 2-31 2.5% 1-13 1.2% 67% True False 254,855
10 121-00 117-02 3-30 3.3% 1-12 1.2% 51% False False 232,374
20 123-01 117-02 5-30 5.0% 1-11 1.1% 34% False False 227,963
40 123-02 117-02 6-01 5.1% 1-09 1.1% 34% False False 215,618
60 123-02 113-19 9-16 8.0% 1-11 1.1% 58% False False 176,627
80 123-02 113-16 9-18 8.0% 1-13 1.2% 58% False False 132,574
100 123-02 112-15 10-20 8.9% 1-12 1.1% 62% False False 106,077
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-08
2.618 122-20
1.618 121-21
1.000 121-01
0.618 120-21
HIGH 120-01
0.618 119-21
0.500 119-18
0.382 119-14
LOW 119-02
0.618 118-14
1.000 118-02
1.618 117-14
2.618 116-15
4.250 114-27
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 119-18 119-02
PP 119-13 119-02
S1 119-08 119-01

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

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