ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 113-24 114-29 1-05 1.0% 117-13
High 115-08 116-12 1-04 1.0% 117-24
Low 113-19 114-27 1-08 1.1% 113-16
Close 115-03 116-07 1-04 1.0% 114-00
Range 1-21 1-17 -0-04 -7.5% 4-08
ATR 1-19 1-18 0-00 -0.2% 0-00
Volume 593 853 260 43.8% 4,578
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 120-13 119-27 117-02
R3 118-28 118-10 116-20
R2 117-11 117-11 116-16
R1 116-25 116-25 116-11 117-02
PP 115-26 115-26 115-26 115-30
S1 115-08 115-08 116-03 115-17
S2 114-09 114-09 115-30
S3 112-24 113-23 115-26
S4 111-07 112-06 115-12
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 127-27 125-05 116-11
R3 123-19 120-29 115-05
R2 119-11 119-11 114-25
R1 116-21 116-21 114-12 115-28
PP 115-03 115-03 115-03 114-22
S1 112-13 112-13 113-20 111-20
S2 110-27 110-27 113-07
S3 106-19 108-05 112-27
S4 102-11 103-29 111-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-13 113-16 2-29 2.5% 1-18 1.3% 94% False False 756
10 118-00 113-16 4-16 3.9% 1-21 1.4% 60% False False 699
20 118-00 113-16 4-16 3.9% 1-20 1.4% 60% False False 484
40 120-01 112-15 7-18 6.5% 1-13 1.2% 50% False False 288
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 0-11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-28
2.618 120-12
1.618 118-27
1.000 117-29
0.618 117-10
HIGH 116-12
0.618 115-25
0.500 115-20
0.382 115-14
LOW 114-27
0.618 113-29
1.000 113-10
1.618 112-12
2.618 110-27
4.250 108-11
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 116-00 115-25
PP 115-26 115-12
S1 115-20 114-30

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

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