ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 118-05 118-09 0-04 0.1% 117-09
High 118-19 118-22 0-03 0.1% 118-22
Low 116-16 117-31 1-15 1.3% 116-16
Close 118-03 118-21 0-18 0.5% 118-21
Range 2-03 0-23 -1-12 -65.7% 2-06
ATR 1-07 1-06 -0-01 -2.9% 0-00
Volume 563 4,222 3,659 649.9% 19,150
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 120-19 120-11 119-02
R3 119-28 119-20 118-27
R2 119-05 119-05 118-25
R1 118-29 118-29 118-23 119-01
PP 118-14 118-14 118-14 118-16
S1 118-06 118-06 118-19 118-10
S2 117-23 117-23 118-17
S3 117-00 117-15 118-15
S4 116-09 116-24 118-08
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 124-16 123-25 119-28
R3 122-10 121-19 119-08
R2 120-04 120-04 119-02
R1 119-13 119-13 118-27 119-24
PP 117-30 117-30 117-30 118-04
S1 117-07 117-07 118-15 117-18
S2 115-24 115-24 118-08
S3 113-18 115-01 118-02
S4 111-12 112-27 117-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-22 116-16 2-06 1.8% 1-06 1.0% 99% True False 3,830
10 119-25 116-16 3-09 2.8% 1-05 1.0% 66% False False 2,652
20 120-14 116-16 3-30 3.3% 1-05 1.0% 55% False False 1,828
40 123-03 116-16 6-19 5.6% 1-04 0.9% 33% False False 1,011
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 121-24
2.618 120-18
1.618 119-27
1.000 119-13
0.618 119-04
HIGH 118-22
0.618 118-13
0.500 118-10
0.382 118-08
LOW 117-31
0.618 117-17
1.000 117-08
1.618 116-26
2.618 116-03
4.250 114-29
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 118-18 118-10
PP 118-14 117-30
S1 118-10 117-19

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

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