ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 115-03 115-15 0-12 0.3% 118-10
High 115-17 115-29 0-12 0.3% 118-14
Low 114-26 115-10 0-16 0.4% 115-03
Close 115-13 115-28 0-15 0.4% 115-07
Range 0-23 0-19 -0-04 -17.4% 3-11
ATR 1-03 1-02 -0-01 -3.2% 0-00
Volume 81,929 97,528 15,599 19.0% 650,857
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 117-15 117-09 116-06
R3 116-28 116-22 116-01
R2 116-09 116-09 115-31
R1 116-03 116-03 115-30 116-06
PP 115-22 115-22 115-22 115-24
S1 115-16 115-16 115-26 115-19
S2 115-03 115-03 115-25
S3 114-16 114-29 115-23
S4 113-29 114-10 115-18
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 126-09 124-03 117-02
R3 122-30 120-24 116-04
R2 119-19 119-19 115-27
R1 117-13 117-13 115-17 116-26
PP 116-08 116-08 116-08 115-31
S1 114-02 114-02 114-29 113-16
S2 112-29 112-29 114-19
S3 109-18 110-23 114-10
S4 106-07 107-12 113-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-21 114-26 1-27 1.6% 0-24 0.6% 58% False False 101,844
10 119-08 114-26 4-14 3.8% 1-00 0.9% 24% False False 146,348
20 122-03 114-26 7-09 6.3% 1-04 1.0% 15% False False 192,182
40 123-00 114-26 8-06 7.1% 1-04 1.0% 13% False False 131,107
60 123-00 114-26 8-06 7.1% 1-04 1.0% 13% False False 87,635
80 123-03 114-26 8-09 7.1% 1-03 0.9% 13% False False 65,738
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-14
2.618 117-15
1.618 116-28
1.000 116-16
0.618 116-09
HIGH 115-29
0.618 115-22
0.500 115-20
0.382 115-17
LOW 115-10
0.618 114-30
1.000 114-23
1.618 114-11
2.618 113-24
4.250 112-25
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 115-25 115-22
PP 115-22 115-17
S1 115-20 115-12

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

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