ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 119-08 118-10 -0-30 -0.8% 122-00
High 119-19 119-00 -0-19 -0.5% 122-21
Low 118-14 118-01 -0-13 -0.3% 119-01
Close 118-25 118-05 -0-20 -0.5% 119-11
Range 1-05 0-31 -0-06 -16.2% 3-20
ATR 1-05 1-04 0-00 -1.1% 0-00
Volume 107 330 223 208.4% 974
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 121-10 120-22 118-22
R3 120-11 119-23 118-14
R2 119-12 119-12 118-11
R1 118-24 118-24 118-08 118-18
PP 118-13 118-13 118-13 118-10
S1 117-25 117-25 118-02 117-20
S2 117-14 117-14 117-31
S3 116-15 116-26 117-28
S4 115-16 115-27 117-20
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 131-07 128-29 121-11
R3 127-19 125-09 120-11
R2 123-31 123-31 120-00
R1 121-21 121-21 119-22 121-00
PP 120-11 120-11 120-11 120-00
S1 118-01 118-01 119-00 117-12
S2 116-23 116-23 118-22
S3 113-03 114-13 118-11
S4 109-15 110-25 117-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-14 118-01 3-13 2.9% 1-06 1.0% 4% False True 474
10 123-03 118-01 5-02 4.3% 1-05 1.0% 2% False True 345
20 123-03 117-26 5-09 4.5% 1-03 0.9% 7% False False 188
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 0-10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-04
2.618 121-17
1.618 120-18
1.000 119-31
0.618 119-19
HIGH 119-00
0.618 118-20
0.500 118-16
0.382 118-13
LOW 118-01
0.618 117-14
1.000 117-02
1.618 116-15
2.618 115-16
4.250 113-29
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 118-16 119-08
PP 118-13 118-28
S1 118-09 118-16

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

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