ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 120-11 121-05 0-26 0.7% 118-20
High 121-05 121-29 0-24 0.6% 120-21
Low 120-09 120-19 0-10 0.3% 118-19
Close 120-30 121-18 0-20 0.5% 120-08
Range 0-28 1-10 0-14 50.0% 2-02
ATR 1-03 1-04 0-00 1.3% 0-00
Volume 223,108 328,279 105,171 47.1% 96,301
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 125-09 124-24 122-09
R3 123-31 123-14 121-30
R2 122-21 122-21 121-26
R1 122-04 122-04 121-22 122-12
PP 121-11 121-11 121-11 121-16
S1 120-26 120-26 121-14 121-02
S2 120-01 120-01 121-10
S3 118-23 119-16 121-06
S4 117-13 118-06 120-27
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 126-01 125-06 121-12
R3 123-31 123-04 120-26
R2 121-29 121-29 120-20
R1 121-02 121-02 120-14 121-16
PP 119-27 119-27 119-27 120-01
S1 119-00 119-00 120-02 119-14
S2 117-25 117-25 119-28
S3 115-23 116-30 119-22
S4 113-21 114-28 119-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-29 119-12 2-17 2.1% 0-31 0.8% 86% True False 136,589
10 121-29 116-16 5-13 4.4% 1-04 0.9% 94% True False 71,515
20 121-29 116-16 5-13 4.4% 1-05 0.9% 94% True False 36,961
40 123-03 116-16 6-19 5.4% 1-05 0.9% 77% False False 18,763
60 123-03 116-16 6-19 5.4% 1-02 0.9% 77% False False 12,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127-16
2.618 125-11
1.618 124-01
1.000 123-07
0.618 122-23
HIGH 121-29
0.618 121-13
0.500 121-08
0.382 121-03
LOW 120-19
0.618 119-25
1.000 119-09
1.618 118-15
2.618 117-05
4.250 115-00
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 121-15 121-08
PP 121-11 120-30
S1 121-08 120-20

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

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