ECBOT 30 Year Treasury Bond Future June 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 125-06 128-07 3-01 2.4% 124-11
High 128-16 129-02 0-18 0.4% 128-04
Low 124-11 126-26 2-15 2.0% 123-23
Close 128-02 127-13 -0-21 -0.5% 125-00
Range 4-05 2-08 -1-29 -45.9% 4-13
ATR 2-10 2-10 0-00 -0.2% 0-00
Volume 3,732 21,747 18,015 482.7% 34,169
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 134-16 133-07 128-21
R3 132-08 130-31 128-01
R2 130-00 130-00 127-26
R1 128-23 128-23 127-20 128-08
PP 127-24 127-24 127-24 127-17
S1 126-15 126-15 127-06 126-00
S2 125-16 125-16 127-00
S3 123-08 124-07 126-25
S4 121-00 121-31 126-05
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 138-27 136-10 127-14
R3 134-14 131-29 126-07
R2 130-01 130-01 125-26
R1 127-16 127-16 125-13 128-24
PP 125-20 125-20 125-20 126-08
S1 123-03 123-03 124-19 124-12
S2 121-07 121-07 124-06
S3 116-26 118-22 123-25
S4 112-13 114-09 122-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-02 124-11 4-23 3.7% 2-16 2.0% 65% True False 9,624
10 129-02 123-23 5-11 4.2% 2-03 1.6% 69% True False 6,643
20 132-24 123-23 9-01 7.1% 2-07 1.7% 41% False False 3,848
40 140-12 123-23 16-21 13.1% 2-03 1.7% 22% False False 2,139
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 0-16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138-20
2.618 134-30
1.618 132-22
1.000 131-10
0.618 130-14
HIGH 129-02
0.618 128-06
0.500 127-30
0.382 127-22
LOW 126-26
0.618 125-14
1.000 124-18
1.618 123-06
2.618 120-30
4.250 117-08
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 127-30 127-06
PP 127-24 126-30
S1 127-19 126-22

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

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