ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 116-17 115-31 -0-18 -0.5% 114-30
High 117-02 116-13 -0-21 -0.6% 118-00
Low 115-07 114-23 -0-16 -0.4% 113-24
Close 115-25 114-25 -1-00 -0.9% 117-24
Range 1-27 1-22 -0-05 -8.5% 4-08
ATR 1-19 1-19 0-00 0.5% 0-00
Volume 1,855 1,599 -256 -13.8% 1,163
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-12 119-08 115-23
R3 118-22 117-18 115-08
R2 117-00 117-00 115-03
R1 115-28 115-28 114-30 115-19
PP 115-10 115-10 115-10 115-05
S1 114-06 114-06 114-20 113-29
S2 113-20 113-20 114-15
S3 111-30 112-16 114-10
S4 110-08 110-26 113-27
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 129-08 127-24 120-03
R3 125-00 123-16 118-29
R2 120-24 120-24 118-17
R1 119-08 119-08 118-04 120-00
PP 116-16 116-16 116-16 116-28
S1 115-00 115-00 117-12 115-24
S2 112-08 112-08 116-31
S3 108-00 110-24 116-19
S4 103-24 106-16 115-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-00 114-17 3-15 3.0% 1-25 1.6% 7% False False 951
10 118-00 113-24 4-08 3.7% 1-19 1.4% 24% False False 647
20 119-31 113-24 6-07 5.4% 1-18 1.4% 17% False False 399
40 120-01 110-08 9-25 8.5% 1-13 1.2% 46% False False 235
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 0-12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-18
2.618 120-26
1.618 119-04
1.000 118-03
0.618 117-14
HIGH 116-13
0.618 115-24
0.500 115-18
0.382 115-12
LOW 114-23
0.618 113-22
1.000 113-01
1.618 112-00
2.618 110-10
4.250 107-18
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 115-18 116-08
PP 115-10 115-24
S1 115-01 115-08

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

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