ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	120-01	119-03	-0-30	-0.8%	118-03
High	120-01	120-02	0-00	0.0%	120-01
Low	119-02	118-03	-0-31	-0.8%	117-02
Close	119-03	119-00	-0-02	-0.1%	120-00
Range	1-00	1-31	0-31	98.1%	2-30
ATR	1-10	1-12	0-01	3.5%	0-00
Volume	292,903	218,274	-74,629	-25.5%	1,196,835

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-30	123-30	120-03
R3	122-31	121-31	119-17
R2	121-00	121-00	119-12
R1	120-00	120-00	119-06	119-17
PP	119-01	119-01	119-01	118-26
S1	118-01	118-01	118-26	117-18
S2	117-03	117-03	118-21
S3	115-04	116-03	118-15
S4	113-05	114-04	117-30

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	120-02	118-01	2-00	1.7%	1-13	1.2%	48%	True	False	250,536
10	120-03	117-02	3-00	2.5%	1-12	1.2%	64%	False	False	238,409
20	123-01	117-02	5-30	5.0%	1-12	1.2%	32%	False	False	230,584
40	123-02	117-02	6-01	5.1%	1-10	1.1%	32%	False	False	216,951
60	123-02	114-22	8-12	7.1%	1-11	1.1%	51%	False	False	180,255
80	123-02	113-16	9-18	8.0%	1-14	1.2%	57%	False	False	135,302
100	123-02	112-15	10-20	8.9%	1-12	1.2%	62%	False	False	108,260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-12
2.618	125-06
1.618	123-07
1.000	122-00
0.618	121-08
HIGH	120-02
0.618	119-10
0.500	119-02
0.382	118-27
LOW	118-03
0.618	116-28
1.000	116-04
1.618	114-29
2.618	112-30
4.250	109-24

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	119-02	119-02
PP	119-01	119-01
S1	119-01	119-01

Download as Excel Spreadsheet

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

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