ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 122-21 121-18 -1-03 -0.9% 120-04
High 122-21 122-03 -0-18 -0.5% 123-00
Low 121-15 121-07 -0-08 -0.2% 119-12
Close 121-20 121-07 -0-13 -0.3% 122-20
Range 1-06 0-28 -0-10 -26.3% 3-20
ATR 1-04 1-03 -0-01 -1.5% 0-00
Volume 209,753 238,020 28,267 13.5% 911,217
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 124-04 123-18 121-22
R3 123-08 122-22 121-15
R2 122-12 122-12 121-12
R1 121-26 121-26 121-10 121-21
PP 121-16 121-16 121-16 121-14
S1 120-30 120-30 121-04 120-25
S2 120-20 120-20 121-02
S3 119-24 120-02 120-31
S4 118-28 119-06 120-24
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 132-17 131-07 124-20
R3 128-29 127-19 123-20
R2 125-09 125-09 123-09
R1 123-31 123-31 122-31 124-20
PP 121-21 121-21 121-21 122-00
S1 120-11 120-11 122-09 121-00
S2 118-01 118-01 121-31
S3 114-13 116-23 121-20
S4 110-25 113-03 120-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-00 120-19 2-13 2.0% 1-02 0.9% 26% False False 246,166
10 123-00 119-12 3-20 3.0% 1-00 0.8% 51% False False 159,374
20 123-00 116-16 6-16 5.4% 1-03 0.9% 73% False False 81,876
40 123-00 116-16 6-16 5.4% 1-04 0.9% 73% False False 41,302
60 123-03 116-16 6-19 5.4% 1-03 0.9% 72% False False 27,557
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 2 trading days
Fibonacci Retracements and Extensions
4.250 125-26
2.618 124-12
1.618 123-16
1.000 122-31
0.618 122-20
HIGH 122-03
0.618 121-24
0.500 121-21
0.382 121-18
LOW 121-07
0.618 120-22
1.000 120-11
1.618 119-26
2.618 118-30
4.250 117-16
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 121-21 122-00
PP 121-16 121-23
S1 121-12 121-15

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

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