ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	120-00	119-00	-1-00	-0.8%	119-02
High	120-01	119-01	-1-00	-0.8%	121-00
Low	118-03	118-01	-0-02	-0.1%	118-01
Close	119-01	118-03	-0-30	-0.8%	118-03
Range	1-30	1-00	-0-30	-48.5%	2-31
ATR	1-10	1-09	-0-01	-1.6%	0-00
Volume	25,922	12,386	-13,536	-52.2%	92,036

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	121-12	120-24	118-21
R3	120-12	119-24	118-12
R2	119-12	119-12	118-09
R1	118-24	118-24	118-06	118-18
PP	118-12	118-12	118-12	118-09
S1	117-24	117-24	118-00	117-18
S2	117-12	117-12	117-29
S3	116-12	116-23	117-26
S4	115-12	115-23	117-17

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-31	126-00	119-23
R3	125-00	123-01	118-29
R2	122-01	122-01	118-20
R1	120-02	120-02	118-12	119-18
PP	119-01	119-01	119-01	118-25
S1	117-02	117-02	117-26	116-18
S2	116-02	116-02	117-17
S3	113-03	114-03	117-09
S4	110-03	111-04	116-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-00	118-01	2-31	2.5%	1-06	1.0%	2%	False	True	18,407
10	123-01	118-01	5-00	4.2%	1-09	1.1%	1%	False	True	51,360
20	123-02	118-01	5-01	4.3%	1-05	1.0%	1%	False	True	194,525
40	123-02	117-01	6-01	5.1%	1-08	1.1%	18%	False	False	214,466
60	123-02	117-01	6-02	5.1%	1-07	1.0%	18%	False	False	214,423
80	123-02	116-30	6-04	5.2%	1-09	1.1%	19%	False	False	204,220
100	123-02	113-16	9-18	8.1%	1-11	1.1%	48%	False	False	164,060
120	123-02	113-16	9-18	8.1%	1-11	1.1%	48%	False	False	136,738

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-09
2.618	121-21
1.618	120-21
1.000	120-01
0.618	119-21
HIGH	119-01
0.618	118-21
0.500	118-17
0.382	118-13
LOW	118-01
0.618	117-13
1.000	117-01
1.618	116-13
2.618	115-13
4.250	113-24

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	118-17	119-02
PP	118-12	118-23
S1	118-08	118-13

Download as Excel Spreadsheet

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

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