ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 117-19 118-14 0-27 0.7% 118-27
High 118-21 119-13 0-24 0.6% 120-14
Low 117-07 118-13 1-06 1.0% 118-08
Close 118-14 119-05 0-23 0.6% 118-13
Range 1-14 1-00 -0-14 -30.4% 2-06
ATR 1-04 1-04 0-00 -0.8% 0-00
Volume 744 532 -212 -28.5% 6,113
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 122-00 121-18 119-23
R3 121-00 120-18 119-14
R2 120-00 120-00 119-11
R1 119-18 119-18 119-08 119-25
PP 119-00 119-00 119-00 119-03
S1 118-18 118-18 119-02 118-25
S2 118-00 118-00 118-31
S3 117-00 117-18 118-28
S4 116-00 116-18 118-19
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 125-19 124-06 119-20
R3 123-13 122-00 119-00
R2 121-07 121-07 118-26
R1 119-26 119-26 118-19 119-14
PP 119-01 119-01 119-01 118-27
S1 117-20 117-20 118-07 117-08
S2 116-27 116-27 118-00
S3 114-21 115-14 117-26
S4 112-15 113-08 117-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-21 117-05 2-16 2.1% 1-01 0.9% 80% False False 1,452
10 120-14 117-05 3-09 2.8% 1-02 0.9% 61% False False 817
20 123-03 117-05 5-30 5.0% 1-05 1.0% 34% False False 566
40 123-03 117-01 6-02 5.1% 1-01 0.9% 35% False False 294
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 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-21
2.618 122-01
1.618 121-01
1.000 120-13
0.618 120-01
HIGH 119-13
0.618 119-01
0.500 118-29
0.382 118-25
LOW 118-13
0.618 117-25
1.000 117-13
1.618 116-25
2.618 115-25
4.250 114-05
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 119-02 118-28
PP 119-00 118-18
S1 118-29 118-09

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

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