ECBOT 30 Year Treasury Bond Future December 2009

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

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	119-00	120-01	1-01	0.9%	119-00
High	120-00	120-01	0-01	0.0%	120-01
Low	119-00	119-01	0-01	0.0%	118-01
Close	120-00	119-01	-0-31	-0.8%	119-01
Range	1-00	1-00	0-00	-0.9%	2-00
ATR	1-09	1-08	-0-01	-1.5%	0-00
Volume	14,424	10,553	-3,871	-26.8%	43,769

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-12	121-22	119-19
R3	121-12	120-22	119-10
R2	120-12	120-12	119-07
R1	119-23	119-23	119-04	119-17
PP	119-12	119-12	119-12	119-09
S1	118-23	118-23	118-30	118-17
S2	118-12	118-12	118-28
S3	117-12	117-23	118-25
S4	116-12	116-23	118-16

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-00	124-01	120-04
R3	123-01	122-01	119-19
R2	121-01	121-01	119-13
R1	120-01	120-01	119-07	120-17
PP	119-01	119-01	119-01	119-09
S1	118-02	118-02	118-28	118-17
S2	117-02	117-02	118-22
S3	115-02	116-02	118-16
S4	113-02	114-02	117-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-01	118-01	2-00	1.7%	0-31	0.8%	50%	True	False	8,753
10	121-00	118-01	2-31	2.5%	1-03	0.9%	34%	False	False	13,580
20	123-02	118-01	5-01	4.2%	1-04	1.0%	20%	False	False	124,473
40	123-02	117-01	6-01	5.1%	1-07	1.0%	33%	False	False	188,822
60	123-02	117-01	6-02	5.1%	1-07	1.0%	33%	False	False	198,509
80	123-02	117-01	6-02	5.1%	1-08	1.0%	33%	False	False	200,002
100	123-02	113-16	9-18	8.0%	1-10	1.1%	58%	False	False	164,480
120	123-02	113-16	9-18	8.0%	1-11	1.1%	58%	False	False	137,099

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	True
Stretch	0-00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-09
2.618	122-21
1.618	121-21
1.000	121-01
0.618	120-21
HIGH	120-01
0.618	119-21
0.500	119-17
0.382	119-13
LOW	119-01
0.618	118-13
1.000	118-01
1.618	117-14
2.618	116-14
4.250	114-26

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	119-17	119-01
PP	119-12	119-01
S1	119-07	119-01

Download as Excel Spreadsheet

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

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