ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 120-11 118-27 -1-16 -1.2% 120-24
High 120-13 119-19 -0-26 -0.7% 121-23
Low 118-19 118-06 -0-13 -0.3% 118-06
Close 119-02 118-31 -0-03 -0.1% 118-31
Range 1-26 1-13 -0-13 -22.4% 3-17
ATR 1-17 1-17 0-00 -0.6% 0-00
Volume 685 1,136 451 65.8% 3,655
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 123-04 122-15 119-24
R3 121-23 121-02 119-11
R2 120-10 120-10 119-07
R1 119-21 119-21 119-03 120-00
PP 118-29 118-29 118-29 119-03
S1 118-08 118-08 118-27 118-18
S2 117-16 117-16 118-23
S3 116-03 116-27 118-19
S4 114-22 115-14 118-06
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 130-07 128-04 120-29
R3 126-22 124-19 119-30
R2 123-05 123-05 119-20
R1 121-02 121-02 119-09 120-11
PP 119-20 119-20 119-20 119-08
S1 117-17 117-17 118-21 116-26
S2 116-03 116-03 118-10
S3 112-18 114-00 118-00
S4 109-01 110-15 117-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-23 118-06 3-17 3.0% 1-07 1.0% 22% False True 731
10 124-10 118-06 6-04 5.1% 1-12 1.2% 13% False True 479
20 126-29 118-06 8-23 7.3% 1-13 1.2% 9% False True 295
40 130-15 118-06 12-09 10.3% 1-21 1.4% 6% False True 237
60 130-15 118-06 12-09 10.3% 1-18 1.3% 6% False True 164
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 2 trading days
Fibonacci Retracements and Extensions
4.250 125-18
2.618 123-09
1.618 121-28
1.000 121-00
0.618 120-15
HIGH 119-19
0.618 119-02
0.500 118-28
0.382 118-23
LOW 118-06
0.618 117-10
1.000 116-25
1.618 115-29
2.618 114-16
4.250 112-07
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 118-30 119-30
PP 118-29 119-20
S1 118-28 119-10

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

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