ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 118-26 119-08 0-14 0.4% 122-11
High 119-19 120-08 0-21 0.5% 122-24
Low 118-18 119-04 0-18 0.5% 118-15
Close 119-04 119-21 0-17 0.4% 118-26
Range 1-01 1-04 0-03 9.1% 4-09
ATR 1-06 1-06 0-00 -0.3% 0-00
Volume 274,361 189,551 -84,810 -30.9% 1,162,964
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 123-02 122-15 120-09
R3 121-30 121-11 119-31
R2 120-26 120-26 119-28
R1 120-07 120-07 119-24 120-16
PP 119-22 119-22 119-22 119-26
S1 119-03 119-03 119-18 119-12
S2 118-18 118-18 119-14
S3 117-14 117-31 119-11
S4 116-10 116-27 119-01
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 132-27 130-04 121-05
R3 128-18 125-27 120-00
R2 124-09 124-09 119-19
R1 121-18 121-18 119-07 120-25
PP 120-00 120-00 120-00 119-20
S1 117-09 117-09 118-13 116-16
S2 115-23 115-23 118-01
S3 111-14 113-00 117-20
S4 107-05 108-23 116-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-03 118-15 3-20 3.0% 1-10 1.1% 33% False False 251,898
10 123-00 118-15 4-17 3.8% 1-06 1.0% 26% False False 247,541
20 123-00 116-16 6-16 5.4% 1-05 1.0% 49% False False 132,585
40 123-00 116-16 6-16 5.4% 1-04 0.9% 49% False False 66,792
60 123-03 116-16 6-19 5.5% 1-04 0.9% 48% False False 44,581
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-01
2.618 123-06
1.618 122-02
1.000 121-12
0.618 120-30
HIGH 120-08
0.618 119-26
0.500 119-22
0.382 119-18
LOW 119-04
0.618 118-14
1.000 118-00
1.618 117-10
2.618 116-06
4.250 114-11
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 119-22 119-18
PP 119-22 119-16
S1 119-21 119-14

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

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