ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	127-17	127-09	-0-08	-0.2%	124-29
High	127-31	127-09	-0-22	-0.5%	130-15
Low	125-17	125-23	0-06	0.1%	122-20
Close	127-27	126-15	-1-12	-1.1%	128-00
Range	2-14	1-18	-0-28	-35.9%	7-27
ATR	2-01	2-01	0-00	0.3%	0-00
Volume	372	138	-234	-62.9%	135

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	131-06	130-12	127-10
R3	129-20	128-26	126-29
R2	128-02	128-02	126-24
R1	127-08	127-08	126-20	126-28
PP	126-16	126-16	126-16	126-10
S1	125-22	125-22	126-10	125-10
S2	124-30	124-30	126-06
S3	123-12	124-04	126-01
S4	121-26	122-18	125-20

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	150-18	147-04	132-10
R3	142-23	139-09	130-05
R2	134-28	134-28	129-14
R1	131-14	131-14	128-23	133-05
PP	127-01	127-01	127-01	127-28
S1	123-19	123-19	127-09	125-10
S2	119-06	119-06	126-18
S3	111-11	115-24	125-27
S4	103-16	107-29	123-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-15	125-17	4-30	3.9%	1-29	1.5%	19%	False	False	214
10	130-15	122-20	7-27	6.2%	2-10	1.8%	49%	False	False	114
20	130-15	122-00	8-15	6.7%	1-30	1.5%	53%	False	False	63

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-30
2.618	131-12
1.618	129-26
1.000	128-27
0.618	128-08
HIGH	127-09
0.618	126-22
0.500	126-16
0.382	126-10
LOW	125-23
0.618	124-24
1.000	124-05
1.618	123-06
2.618	121-20
4.250	119-02

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	126-16	126-31
PP	126-16	126-26
S1	126-15	126-20

Download as Excel Spreadsheet

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

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