ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 127-09 125-06 -2-03 -1.6% 128-12
High 127-16 126-01 -1-15 -1.2% 130-11
Low 125-03 124-16 -0-19 -0.5% 125-01
Close 125-21 125-11 -0-10 -0.2% 125-13
Range 2-13 1-17 -0-28 -36.4% 5-10
ATR 2-10 2-09 -0-02 -2.4% 0-00
Volume 1,366 2,504 1,138 83.3% 5,869
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 129-28 129-05 126-06
R3 128-11 127-20 125-24
R2 126-26 126-26 125-20
R1 126-03 126-03 125-15 126-14
PP 125-09 125-09 125-09 125-15
S1 124-18 124-18 125-07 124-30
S2 123-24 123-24 125-02
S3 122-07 123-01 124-30
S4 120-22 121-16 124-16
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
5 128-02 124-16 3-18 2.8% 2-05 1.7% 24% False True 1,830
10 130-24 124-16 6-08 5.0% 2-06 1.8% 14% False True 1,220
20 136-17 124-16 12-01 9.6% 2-06 1.7% 7% False True 963
40 140-16 124-16 16-00 12.8% 2-04 1.7% 5% False True 552
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 0-12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-17
2.618 130-01
1.618 128-16
1.000 127-18
0.618 126-31
HIGH 126-01
0.618 125-14
0.500 125-08
0.382 125-03
LOW 124-16
0.618 123-18
1.000 122-31
1.618 122-01
2.618 120-16
4.250 118-00
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 125-10 126-02
PP 125-09 125-26
S1 125-08 125-19

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

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