ECBOT 30 Year Treasury Bond Future June 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 114-05 114-00 -0-05 -0.1% 115-18
High 114-14 114-01 -0-13 -0.4% 115-23
Low 114-02 113-05 -0-29 -0.8% 114-14
Close 114-14 113-31 -0-15 -0.4% 113-25
Range 0-12 0-28 0-16 133.3% 1-09
ATR 0-23 0-24 0-01 5.8% 0-00
Volume 14 57 43 307.1% 24
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 116-11 116-01 114-14
R3 115-15 115-05 114-07
R2 114-19 114-19 114-04
R1 114-09 114-09 114-02 114-00
PP 113-23 113-23 113-23 113-18
S1 113-13 113-13 113-28 113-04
S2 112-27 112-27 113-26
S3 111-31 112-17 113-23
S4 111-03 111-21 113-16
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 118-16 117-13 114-16
R3 117-07 116-04 114-04
R2 115-30 115-30 114-01
R1 114-27 114-27 113-29 114-24
PP 114-21 114-21 114-21 114-19
S1 113-18 113-18 113-21 113-15
S2 113-12 113-12 113-17
S3 112-03 112-09 113-14
S4 110-26 111-00 113-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-16 113-05 1-11 1.2% 0-12 0.3% 60% False True 28
10 117-20 113-05 4-15 3.9% 0-17 0.5% 18% False True 19
20 119-00 113-05 5-27 5.1% 0-19 0.5% 14% False True 14
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 0-02
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 117-24
2.618 116-10
1.618 115-14
1.000 114-29
0.618 114-18
HIGH 114-01
0.618 113-22
0.500 113-19
0.382 113-16
LOW 113-05
0.618 112-20
1.000 112-09
1.618 111-24
2.618 110-28
4.250 109-14
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 113-27 113-29
PP 113-23 113-27
S1 113-19 113-26

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

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