ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 138-04 139-28 1-24 1.3% 133-27
High 140-16 140-06 -0-10 -0.2% 140-16
Low 138-04 139-02 0-30 0.7% 133-02
Close 140-06 139-17 -0-21 -0.5% 139-17
Range 2-12 1-04 -1-08 -52.6% 7-14
ATR 2-06 2-03 -0-02 -3.5% 0-00
Volume 135 166 31 23.0% 482
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 142-31 142-12 140-05
R3 141-27 141-08 139-27
R2 140-23 140-23 139-24
R1 140-04 140-04 139-20 139-28
PP 139-19 139-19 139-19 139-15
S1 139-00 139-00 139-14 138-24
S2 138-15 138-15 139-10
S3 137-11 137-28 139-07
S4 136-07 136-24 138-29
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 160-00 157-07 143-20
R3 152-18 149-25 141-18
R2 145-04 145-04 140-29
R1 142-11 142-11 140-07 143-24
PP 137-22 137-22 137-22 138-13
S1 134-29 134-29 138-27 136-10
S2 130-08 130-08 138-05
S3 122-26 127-15 137-16
S4 115-12 120-01 135-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-16 133-02 7-14 5.3% 2-07 1.6% 87% False False 96
10 140-16 130-30 9-18 6.9% 2-06 1.6% 90% False False 62
20 140-16 122-13 18-03 13.0% 2-01 1.5% 95% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 144-31
2.618 143-04
1.618 142-00
1.000 141-10
0.618 140-28
HIGH 140-06
0.618 139-24
0.500 139-20
0.382 139-16
LOW 139-02
0.618 138-12
1.000 137-30
1.618 137-08
2.618 136-04
4.250 134-09
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 139-20 139-10
PP 139-19 139-02
S1 139-18 138-26

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

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