ECBOT 30 Year Treasury Bond Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 119-27 120-08 0-13 0.3% 118-20
High 120-21 120-18 -0-03 -0.1% 120-21
Low 119-25 119-25 0-00 0.0% 118-19
Close 120-05 120-08 0-03 0.1% 120-08
Range 0-28 0-25 -0-03 -10.7% 2-02
ATR 1-05 1-04 -0-01 -2.3% 0-00
Volume 11,684 57,198 45,514 389.5% 96,301
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 122-17 122-06 120-22
R3 121-24 121-13 120-15
R2 120-31 120-31 120-13
R1 120-20 120-20 120-10 120-20
PP 120-06 120-06 120-06 120-07
S1 119-27 119-27 120-06 119-28
S2 119-13 119-13 120-03
S3 118-20 119-02 120-01
S4 117-27 118-09 119-26
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 126-01 125-06 121-12
R3 123-31 123-04 120-26
R2 121-29 121-29 120-20
R1 121-02 121-02 120-14 121-16
PP 119-27 119-27 119-27 120-01
S1 119-00 119-00 120-02 119-14
S2 117-25 117-25 119-28
S3 115-23 116-30 119-22
S4 113-21 114-28 119-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-21 118-19 2-02 1.7% 1-02 0.9% 80% False False 19,260
10 120-21 116-16 4-05 3.5% 1-04 0.9% 90% False False 11,545
20 120-21 116-16 4-05 3.5% 1-05 1.0% 90% False False 6,337
40 123-03 116-16 6-19 5.5% 1-04 0.9% 57% False False 3,416
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-28
2.618 122-19
1.618 121-26
1.000 121-11
0.618 121-01
HIGH 120-18
0.618 120-08
0.500 120-06
0.382 120-03
LOW 119-25
0.618 119-10
1.000 119-00
1.618 118-17
2.618 117-24
4.250 116-15
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 120-07 120-07
PP 120-06 120-06
S1 120-06 120-04

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

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