ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 06-Nov-2009

Day Change Summary
	Previous	Current
	05-Nov-2009	06-Nov-2009	Change	Change %	Previous Week
Open	118-01	118-01	0-00	0.0%	120-01
High	118-02	119-00	0-30	0.8%	120-02
Low	117-03	117-02	-0-01	0.0%	117-02
Close	118-01	118-01	0-01	0.0%	118-01
Range	0-31	1-30	0-30	97.4%	2-31
ATR	1-12	1-13	0-01	2.9%	0-00
Volume	267,971	242,407	-25,564	-9.5%	1,274,629

Daily Pivots for day following 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-27	122-28	119-03
R3	121-29	120-30	118-18
R2	119-31	119-31	118-13
R1	119-00	119-00	118-07	119-16
PP	118-01	118-01	118-01	118-09
S1	117-02	117-02	117-28	117-18
S2	116-03	116-03	117-22
S3	114-06	115-05	117-16
S4	112-08	113-07	116-31

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-10	125-21	119-22
R3	124-11	122-22	118-28
R2	121-12	121-12	118-19
R1	119-23	119-23	118-10	119-01
PP	118-12	118-12	118-12	118-02
S1	116-23	116-23	117-25	116-02
S2	115-13	115-13	117-16
S3	112-14	113-24	117-07
S4	109-14	110-25	116-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-02	117-02	2-31	2.5%	1-18	1.3%	33%	False	True	254,925
10	120-02	117-02	2-31	2.5%	1-18	1.3%	33%	False	True	247,146
20	121-00	117-02	3-30	3.3%	1-10	1.1%	25%	False	True	230,819
40	123-02	117-02	6-00	5.1%	1-10	1.1%	16%	False	True	220,439
60	123-02	116-18	6-16	5.5%	1-11	1.1%	23%	False	False	192,874
80	123-02	113-16	9-18	8.1%	1-13	1.2%	47%	False	False	144,842
100	123-02	112-15	10-20	9.0%	1-12	1.2%	53%	False	False	115,893

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-07
2.618	124-02
1.618	122-04
1.000	120-30
0.618	120-06
HIGH	119-00
0.618	118-08
0.500	118-01
0.382	117-26
LOW	117-02
0.618	115-28
1.000	115-04
1.618	113-30
2.618	112-00
4.250	108-28

Fisher Pivots for day following 06-Nov-2009
Pivot	1 day	3 day
R1	118-01	118-01
PP	118-01	118-01
S1	118-01	118-01

Download as Excel Spreadsheet

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

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