ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 134-10 131-23 -2-19 -1.9% 139-30
High 134-16 132-16 -2-00 -1.5% 140-12
Low 131-02 130-17 -0-17 -0.4% 133-24
Close 131-22 131-14 -0-08 -0.2% 134-05
Range 3-14 1-31 -1-15 -42.7% 6-20
ATR 2-06 2-05 0-00 -0.7% 0-00
Volume 206 221 15 7.3% 859
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 137-13 136-12 132-17
R3 135-14 134-13 131-31
R2 133-15 133-15 131-26
R1 132-14 132-14 131-20 131-31
PP 131-16 131-16 131-16 131-08
S1 130-15 130-15 131-08 130-00
S2 129-17 129-17 131-02
S3 127-18 128-16 130-29
S4 125-19 126-17 130-11
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 155-31 151-22 137-26
R3 149-11 145-02 135-31
R2 142-23 142-23 135-12
R1 138-14 138-14 134-24 137-08
PP 136-03 136-03 136-03 135-16
S1 131-26 131-26 133-18 130-20
S2 129-15 129-15 132-30
S3 122-27 125-06 132-11
S4 116-07 118-18 130-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-10 130-17 9-25 7.4% 3-00 2.3% 9% False True 249
10 140-12 130-17 9-27 7.5% 1-31 1.5% 9% False True 220
20 140-16 130-17 9-31 7.6% 2-02 1.6% 9% False True 141
Crabel Price Patterns
NR True
NR4 True
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 0-11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 140-28
2.618 137-21
1.618 135-22
1.000 134-15
0.618 133-23
HIGH 132-16
0.618 131-24
0.500 131-16
0.382 131-09
LOW 130-17
0.618 129-10
1.000 128-18
1.618 127-11
2.618 125-12
4.250 122-05
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 131-16 134-12
PP 131-16 133-12
S1 131-15 132-13

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

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