ECBOT 30 Year Treasury Bond Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 116-25 117-19 0-26 0.7% 113-24
High 118-06 118-23 0-17 0.4% 118-06
Low 116-18 117-13 0-27 0.7% 113-19
Close 117-16 118-13 0-29 0.8% 117-16
Range 1-20 1-10 -0-10 -19.2% 4-19
ATR 1-21 1-20 -0-01 -1.5% 0-00
Volume 5,290 3,497 -1,793 -33.9% 12,212
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 122-04 121-18 119-04
R3 120-26 120-08 118-25
R2 119-16 119-16 118-21
R1 118-30 118-30 118-17 119-07
PP 118-06 118-06 118-06 118-10
S1 117-20 117-20 118-09 117-29
S2 116-28 116-28 118-05
S3 115-18 116-10 118-01
S4 114-08 115-00 117-22
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 130-07 128-14 120-01
R3 125-20 123-27 118-24
R2 121-01 121-01 118-11
R1 119-08 119-08 117-29 120-04
PP 116-14 116-14 116-14 116-28
S1 114-21 114-21 117-03 115-18
S2 111-27 111-27 116-21
S3 107-08 110-02 116-08
S4 102-21 105-15 114-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-23 114-22 4-01 3.4% 1-24 1.5% 92% True False 3,023
10 118-23 113-16 5-07 4.4% 1-22 1.4% 94% True False 1,989
20 118-23 113-16 5-07 4.4% 1-21 1.4% 94% True False 1,177
40 120-01 113-16 6-17 5.5% 1-15 1.3% 75% False False 639
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 124-10
2.618 122-05
1.618 120-27
1.000 120-01
0.618 119-17
HIGH 118-23
0.618 118-07
0.500 118-02
0.382 117-29
LOW 117-13
0.618 116-19
1.000 116-03
1.618 115-09
2.618 113-31
4.250 111-26
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 118-09 117-27
PP 118-06 117-09
S1 118-02 116-22

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

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