ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 117-15 117-09 -0-06 -0.2% 119-25
High 118-04 118-01 -0-03 -0.1% 119-25
Low 116-26 117-08 0-14 0.4% 116-26
Close 117-19 117-22 0-03 0.1% 117-19
Range 1-10 0-25 -0-17 -40.5% 2-31
ATR 1-06 1-05 -0-01 -2.4% 0-00
Volume 2,652 1,826 -826 -31.1% 7,374
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-00 119-20 118-04
R3 119-07 118-27 117-29
R2 118-14 118-14 117-27
R1 118-02 118-02 117-24 118-08
PP 117-21 117-21 117-21 117-24
S1 117-09 117-09 117-20 117-15
S2 116-28 116-28 117-17
S3 116-03 116-16 117-15
S4 115-10 115-23 117-08
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 126-31 125-08 119-07
R3 124-00 122-09 118-13
R2 121-01 121-01 118-04
R1 119-10 119-10 117-28 118-22
PP 118-02 118-02 118-02 117-24
S1 116-11 116-11 117-10 115-23
S2 115-03 115-03 117-02
S3 112-04 113-12 116-25
S4 109-05 110-13 115-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-22 116-26 2-28 2.4% 1-04 1.0% 30% False False 1,688
10 119-25 116-26 2-31 2.5% 1-06 1.0% 29% False False 1,280
20 120-14 116-26 3-20 3.1% 1-03 0.9% 24% False False 999
40 123-03 116-26 6-09 5.3% 1-03 0.9% 14% False False 578
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-11
2.618 120-02
1.618 119-09
1.000 118-26
0.618 118-16
HIGH 118-01
0.618 117-23
0.500 117-20
0.382 117-18
LOW 117-08
0.618 116-25
1.000 116-15
1.618 116-00
2.618 115-07
4.250 113-30
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 117-22 117-20
PP 117-21 117-17
S1 117-20 117-15

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

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