ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 125-10 127-09 1-31 1.6% 128-12
High 127-20 127-16 -0-04 -0.1% 130-11
Low 125-10 125-03 -0-07 -0.2% 125-01
Close 127-15 125-21 -1-26 -1.4% 125-13
Range 2-10 2-13 0-03 4.1% 5-10
ATR 2-10 2-10 0-00 0.3% 0-00
Volume 1,529 1,366 -163 -10.7% 5,869
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 133-10 131-28 126-31
R3 130-29 129-15 126-10
R2 128-16 128-16 126-03
R1 127-02 127-02 125-28 126-18
PP 126-03 126-03 126-03 125-27
S1 124-21 124-21 125-14 124-06
S2 123-22 123-22 125-07
S3 121-09 122-08 125-00
S4 118-28 119-27 124-11
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 142-28 139-14 128-10
R3 137-18 134-04 126-28
R2 132-08 132-08 126-12
R1 128-26 128-26 125-29 127-28
PP 126-30 126-30 126-30 126-14
S1 123-16 123-16 124-29 122-18
S2 121-20 121-20 124-14
S3 116-10 118-06 123-30
S4 111-00 112-28 122-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-11 125-01 5-10 4.2% 2-14 1.9% 12% False False 1,539
10 132-24 125-01 7-23 6.1% 2-11 1.9% 8% False False 1,053
20 136-17 125-01 11-16 9.2% 2-07 1.8% 5% False False 849
40 140-16 125-01 15-15 12.3% 2-05 1.7% 4% False False 491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137-23
2.618 133-26
1.618 131-13
1.000 129-29
0.618 129-00
HIGH 127-16
0.618 126-19
0.500 126-10
0.382 126-00
LOW 125-03
0.618 123-19
1.000 122-22
1.618 121-06
2.618 118-25
4.250 114-28
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 126-10 126-12
PP 126-03 126-04
S1 125-28 125-28

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

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