ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 02-Oct-2008

Day Change Summary
	Previous	Current
	01-Oct-2008	02-Oct-2008	Change	Change %	Previous Week
Open	116-24	117-09	0-17	0.5%	116-13
High	118-17	118-16	-0-01	0.0%	117-04
Low	116-22	117-09	0-19	0.5%	115-07
Close	117-06	118-11	1-05	1.0%	116-15
Range	1-27	1-07	-0-20	-33.9%	1-29
ATR	2-01	1-31	-0-02	-2.5%	0-00
Volume	26	89	63	242.3%	250

Daily Pivots for day following 02-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-22	121-08	119-00
R3	120-15	120-01	118-22
R2	119-08	119-08	118-18
R1	118-26	118-26	118-15	119-01
PP	118-01	118-01	118-01	118-05
S1	117-19	117-19	118-07	117-26
S2	116-26	116-26	118-04
S3	115-19	116-12	118-00
S4	114-12	115-05	117-22

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-00	121-04	117-17
R3	120-03	119-07	117-00
R2	118-06	118-06	116-26
R1	117-10	117-10	116-21	117-24
PP	116-09	116-09	116-09	116-16
S1	115-13	115-13	116-09	115-27
S2	114-12	114-12	116-04
S3	112-15	113-16	115-30
S4	110-18	111-19	115-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-16	115-06	4-10	3.6%	2-03	1.8%	73%	False	False	51
10	119-16	115-06	4-10	3.6%	1-25	1.5%	73%	False	False	197
20	122-22	115-06	7-16	6.3%	1-25	1.5%	42%	False	False	167

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-22
2.618	121-22
1.618	120-15
1.000	119-23
0.618	119-08
HIGH	118-16
0.618	118-01
0.500	117-28
0.382	117-24
LOW	117-09
0.618	116-17
1.000	116-02
1.618	115-10
2.618	114-03
4.250	112-03

Fisher Pivots for day following 02-Oct-2008
Pivot	1 day	3 day
R1	118-06	117-27
PP	118-01	117-11
S1	117-28	116-28

Download as Excel Spreadsheet

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

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