ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	120-02	121-00	0-30	0.8%	118-01
High	121-01	121-01	0-00	0.0%	119-02
Low	120-00	120-01	0-00	0.0%	117-01
Close	121-00	120-02	-0-31	-0.8%	119-01
Range	1-00	1-00	0-00	-0.9%	2-01
ATR	1-09	1-08	-0-01	-1.5%	0-00
Volume	313,893	257,401	-56,492	-18.0%	1,328,206

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-12	122-22	120-19
R3	122-12	121-23	120-10
R2	121-12	121-12	120-07
R1	120-23	120-23	120-05	120-17
PP	120-12	120-12	120-12	120-09
S1	119-23	119-23	119-31	119-17
S2	119-12	119-12	119-28
S3	118-12	118-23	119-25
S4	117-12	117-23	119-16

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-14	123-24	120-05
R3	122-13	121-24	119-19
R2	120-13	120-13	119-13
R1	119-23	119-23	119-07	120-02
PP	118-12	118-12	118-12	118-17
S1	117-22	117-22	118-27	118-01
S2	116-11	116-11	118-22
S3	114-11	115-22	118-16
S4	112-10	113-21	117-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-01	117-01	4-00	3.3%	1-07	1.0%	76%	True	False	256,503
10	121-01	117-01	4-00	3.3%	1-04	0.9%	76%	True	False	262,647
20	121-01	117-01	4-00	3.3%	1-09	1.1%	76%	True	False	252,478
40	123-02	117-01	6-02	5.0%	1-09	1.1%	50%	False	False	235,367
60	123-02	117-01	6-02	5.0%	1-09	1.1%	50%	False	False	223,591
80	123-02	113-16	9-18	8.0%	1-12	1.1%	68%	False	False	171,262
100	123-02	113-16	9-18	8.0%	1-12	1.1%	68%	False	False	137,049
120	123-02	110-08	12-26	10.7%	1-11	1.1%	76%	False	False	114,215

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-08
2.618	123-20
1.618	122-21
1.000	122-01
0.618	121-21
HIGH	121-01
0.618	120-21
0.500	120-17
0.382	120-13
LOW	120-01
0.618	119-13
1.000	119-01
1.618	118-13
2.618	117-13
4.250	115-25

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	120-17	120-01
PP	120-12	120-01
S1	120-07	120-01

Download as Excel Spreadsheet

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

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