ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 07-Oct-2008

Day Change Summary
	Previous	Current
	06-Oct-2008	07-Oct-2008	Change	Change %	Previous Week
Open	119-24	120-17	0-25	0.7%	116-00
High	121-05	120-19	-0-18	-0.5%	119-16
Low	119-08	119-05	-0-03	-0.1%	115-06
Close	120-29	119-21	-1-08	-1.0%	118-19
Range	1-29	1-14	-0-15	-24.6%	4-10
ATR	2-01	2-01	-0-01	-1.0%	0-00
Volume	390	118	-272	-69.7%	245

Daily Pivots for day following 07-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-04	123-10	120-14
R3	122-22	121-28	120-02
R2	121-08	121-08	119-29
R1	120-14	120-14	119-25	120-04
PP	119-26	119-26	119-26	119-20
S1	119-00	119-00	119-17	118-22
S2	118-12	118-12	119-13
S3	116-30	117-18	119-08
S4	115-16	116-04	118-28

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	130-22	128-31	120-31
R3	126-12	124-21	119-25
R2	122-02	122-02	119-12
R1	120-11	120-11	119-00	121-06
PP	117-24	117-24	117-24	118-06
S1	116-01	116-01	118-06	116-28
S2	113-14	113-14	117-26
S3	109-04	111-23	117-13
S4	104-26	107-13	116-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-05	116-22	4-15	3.7%	1-25	1.5%	66%	False	False	130
10	121-05	115-06	5-31	5.0%	1-28	1.6%	75%	False	False	83
20	122-22	115-06	7-16	6.3%	1-26	1.5%	60%	False	False	151

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-09
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-22
2.618	124-11
1.618	122-29
1.000	122-01
0.618	121-15
HIGH	120-19
0.618	120-01
0.500	119-28
0.382	119-23
LOW	119-05
0.618	118-09
1.000	117-23
1.618	116-27
2.618	115-13
4.250	113-02

Fisher Pivots for day following 07-Oct-2008
Pivot	1 day	3 day
R1	119-28	119-14
PP	119-26	119-07
S1	119-23	119-00

Download as Excel Spreadsheet

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

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