ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 117-17 117-16 -0-01 0.0% 119-25
High 118-16 118-19 0-03 0.1% 119-25
Low 117-11 117-13 0-02 0.1% 116-26
Close 117-18 118-19 1-01 0.9% 117-19
Range 1-05 1-06 0-01 2.7% 2-31
ATR 1-05 1-05 0-00 0.3% 0-00
Volume 8,909 3,630 -5,279 -59.3% 7,374
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 121-24 121-12 119-08
R3 120-18 120-06 118-29
R2 119-12 119-12 118-26
R1 119-00 119-00 118-22 119-06
PP 118-06 118-06 118-06 118-10
S1 117-26 117-26 118-16 118-00
S2 117-00 117-00 118-12
S3 115-26 116-20 118-09
S4 114-20 115-14 117-30
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
5 118-19 116-26 1-25 1.5% 1-01 0.9% 100% True False 3,757
10 119-25 116-26 2-31 2.5% 1-05 1.0% 60% False False 2,407
20 120-14 116-26 3-20 3.1% 1-04 0.9% 49% False False 1,612
40 123-03 116-26 6-09 5.3% 1-04 0.9% 28% False False 891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-20
2.618 121-22
1.618 120-16
1.000 119-25
0.618 119-10
HIGH 118-19
0.618 118-04
0.500 118-00
0.382 117-28
LOW 117-13
0.618 116-22
1.000 116-07
1.618 115-16
2.618 114-10
4.250 112-12
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 118-13 118-12
PP 118-06 118-05
S1 118-00 117-30

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

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