ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 28-Oct-2008

Day Change Summary
	Previous	Current
	27-Oct-2008	28-Oct-2008	Change	Change %	Previous Week
Open	116-26	114-24	-2-02	-1.8%	110-27
High	117-18	116-29	-0-21	-0.6%	118-17
Low	115-22	114-20	-1-02	-0.9%	110-27
Close	116-02	115-03	-0-31	-0.8%	115-21
Range	1-28	2-09	0-13	21.7%	7-22
ATR	2-00	2-01	0-01	1.0%	0-00
Volume	265	568	303	114.3%	7,511

Daily Pivots for day following 28-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-12	121-01	116-11
R3	120-03	118-24	115-23
R2	117-26	117-26	115-16
R1	116-15	116-15	115-10	117-04
PP	115-17	115-17	115-17	115-28
S1	114-06	114-06	114-28	114-28
S2	113-08	113-08	114-22
S3	110-31	111-29	114-15
S4	108-22	109-20	113-27

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	138-02	134-18	119-28
R3	130-12	126-28	117-25
R2	122-22	122-22	117-02
R1	119-06	119-06	116-12	120-30
PP	115-00	115-00	115-00	115-28
S1	111-16	111-16	114-30	113-08
S2	107-10	107-10	114-08
S3	99-20	103-26	113-17
S4	91-30	96-04	111-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-17	113-22	4-27	4.2%	2-07	1.9%	29%	False	False	1,619
10	118-17	110-27	7-22	6.7%	1-31	1.7%	55%	False	False	861
20	121-05	110-27	10-10	9.0%	1-29	1.7%	41%	False	False	485

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-19
2.618	122-28
1.618	120-19
1.000	119-06
0.618	118-10
HIGH	116-29
0.618	116-01
0.500	115-24
0.382	115-16
LOW	114-20
0.618	113-07
1.000	112-11
1.618	110-30
2.618	108-21
4.250	104-30

Fisher Pivots for day following 28-Oct-2008
Pivot	1 day	3 day
R1	115-24	116-18
PP	115-17	116-03
S1	115-10	115-19

Download as Excel Spreadsheet

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

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