ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 08-Oct-2008

Day Change Summary
	Previous	Current
	07-Oct-2008	08-Oct-2008	Change	Change %	Previous Week
Open	120-17	119-29	-0-20	-0.5%	116-00
High	120-19	120-16	-0-03	-0.1%	119-16
Low	119-05	116-10	-2-27	-2.4%	115-06
Close	119-21	117-04	-2-17	-2.1%	118-19
Range	1-14	4-06	2-24	191.3%	4-10
ATR	2-01	2-06	0-05	7.6%	0-00
Volume	118	6	-112	-94.9%	245

Daily Pivots for day following 08-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	130-17	128-01	119-14
R3	126-11	123-27	118-09
R2	122-05	122-05	117-29
R1	119-21	119-21	117-16	118-26
PP	117-31	117-31	117-31	117-18
S1	115-15	115-15	116-24	114-20
S2	113-25	113-25	116-11
S3	109-19	111-09	115-31
S4	105-13	107-03	114-26

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	116-10	4-27	4.1%	2-08	1.9%	17%	False	True	126
10	121-05	115-06	5-31	5.1%	2-05	1.8%	32%	False	False	83
20	122-22	115-06	7-16	6.4%	1-31	1.7%	26%	False	False	148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 25 trading days

Fibonacci Retracements and Extensions
4.250	138-10
2.618	131-15
1.618	127-09
1.000	124-22
0.618	123-03
HIGH	120-16
0.618	118-29
0.500	118-13
0.382	117-29
LOW	116-10
0.618	113-23
1.000	112-04
1.618	109-17
2.618	105-11
4.250	98-16

Fisher Pivots for day following 08-Oct-2008
Pivot	1 day	3 day
R1	118-13	118-24
PP	117-31	118-06
S1	117-18	117-21

Download as Excel Spreadsheet

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

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