ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 13-Oct-2008

Day Change Summary
	Previous	Current
	10-Oct-2008	13-Oct-2008	Change	Change %	Previous Week
Open	115-11	114-05	-1-06	-1.0%	119-24
High	115-25	114-26	-0-31	-0.8%	121-05
Low	114-30	113-11	-1-19	-1.4%	114-30
Close	115-15	113-24	-1-23	-1.5%	115-15
Range	0-27	1-15	0-20	74.1%	6-07
ATR	2-02	2-03	0-00	0.2%	0-00
Volume	16	192	176	1,100.0%	727

Daily Pivots for day following 13-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-12	117-17	114-18
R3	116-29	116-02	114-05
R2	115-14	115-14	114-01
R1	114-19	114-19	113-28	114-09
PP	113-31	113-31	113-31	113-26
S1	113-04	113-04	113-20	112-26
S2	112-16	112-16	113-15
S3	111-01	111-21	113-11
S4	109-18	110-06	112-30

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	135-27	131-28	118-28
R3	129-20	125-21	117-06
R2	123-13	123-13	116-19
R1	119-14	119-14	116-01	118-10
PP	117-06	117-06	117-06	116-20
S1	113-07	113-07	114-29	112-03
S2	110-31	110-31	114-11
S3	104-24	107-00	113-24
S4	98-17	100-25	112-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-19	113-11	7-08	6.4%	2-00	1.8%	6%	False	True	105
10	121-05	113-11	7-26	6.9%	2-02	1.8%	5%	False	True	112
20	122-22	113-11	9-11	8.2%	1-30	1.7%	4%	False	True	163

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	0-15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-02
2.618	118-21
1.618	117-06
1.000	116-09
0.618	115-23
HIGH	114-26
0.618	114-08
0.500	114-02
0.382	113-29
LOW	113-11
0.618	112-14
1.000	111-28
1.618	110-31
2.618	109-16
4.250	107-03

Fisher Pivots for day following 13-Oct-2008
Pivot	1 day	3 day
R1	114-02	115-14
PP	113-31	114-28
S1	113-28	114-10

Download as Excel Spreadsheet

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

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