ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 119-21 119-02 -0-19 -0.5% 122-11
High 119-27 119-12 -0-15 -0.4% 122-24
Low 118-20 117-28 -0-24 -0.6% 118-15
Close 119-09 118-13 -0-28 -0.7% 118-26
Range 1-07 1-16 0-09 23.1% 4-09
ATR 1-06 1-06 0-01 2.0% 0-00
Volume 212,310 231,145 18,835 8.9% 1,162,964
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 123-02 122-07 119-07
R3 121-18 120-23 118-26
R2 120-02 120-02 118-22
R1 119-07 119-07 118-17 118-28
PP 118-18 118-18 118-18 118-12
S1 117-23 117-23 118-09 117-12
S2 117-02 117-02 118-04
S3 115-18 116-07 118-00
S4 114-02 114-23 117-19
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
5 120-12 117-28 2-16 2.1% 1-11 1.1% 21% False True 239,855
10 123-00 117-28 5-04 4.3% 1-08 1.0% 10% False True 236,748
20 123-00 116-16 6-16 5.5% 1-06 1.0% 29% False False 154,131
40 123-00 116-16 6-16 5.5% 1-05 1.0% 29% False False 77,871
60 123-03 116-16 6-19 5.6% 1-04 1.0% 29% False False 51,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 125-24
2.618 123-10
1.618 121-26
1.000 120-28
0.618 120-10
HIGH 119-12
0.618 118-26
0.500 118-20
0.382 118-14
LOW 117-28
0.618 116-30
1.000 116-12
1.618 115-14
2.618 113-30
4.250 111-16
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 118-20 119-02
PP 118-18 118-27
S1 118-15 118-20

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

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