ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	112-31	110-27	-2-04	-1.9%	114-05
High	113-10	112-18	-0-24	-0.7%	114-26
Low	111-09	110-27	-0-14	-0.4%	111-09
Close	111-24	112-08	0-16	0.4%	111-24
Range	2-01	1-23	-0-10	-15.4%	3-17
ATR	1-30	1-29	0-00	-0.8%	0-00
Volume	47	167	120	255.3%	492

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-01	116-12	113-06
R3	115-10	114-21	112-23
R2	113-19	113-19	112-18
R1	112-30	112-30	112-13	113-08
PP	111-28	111-28	111-28	112-02
S1	111-07	111-07	112-03	111-18
S2	110-05	110-05	111-30
S3	108-14	109-16	111-25
S4	106-23	107-25	111-10

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-07	121-00	113-22
R3	119-22	117-15	112-23
R2	116-05	116-05	112-13
R1	113-30	113-30	112-02	113-09
PP	112-20	112-20	112-20	112-09
S1	110-13	110-13	111-14	109-24
S2	109-03	109-03	111-03
S3	105-18	106-28	110-25
S4	102-01	103-11	109-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-26	110-27	2-31	2.6%	1-17	1.4%	47%	False	True	93
10	120-19	110-27	9-24	8.7%	1-25	1.6%	14%	False	True	99
20	121-05	110-27	10-10	9.2%	1-25	1.6%	14%	False	True	91

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	True
Bull Hook	False
Stretch	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-28
2.618	117-02
1.618	115-11
1.000	114-09
0.618	113-20
HIGH	112-18
0.618	111-29
0.500	111-22
0.382	111-16
LOW	110-27
0.618	109-25
1.000	109-04
1.618	108-02
2.618	106-11
4.250	103-17

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	112-02	112-06
PP	111-28	112-04
S1	111-22	112-02

Download as Excel Spreadsheet

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

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