ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 21-Oct-2008

Day Change Summary
	Previous	Current
	20-Oct-2008	21-Oct-2008	Change	Change %	Previous Week
Open	110-27	112-12	1-17	1.4%	114-05
High	112-18	114-12	1-26	1.6%	114-26
Low	110-27	112-12	1-17	1.4%	111-09
Close	112-08	113-31	1-23	1.5%	111-24
Range	1-23	2-00	0-09	16.4%	3-17
ATR	1-29	1-30	0-00	0.8%	0-00
Volume	167	79	-88	-52.7%	492

Daily Pivots for day following 21-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-18	118-25	115-02
R3	117-18	116-25	114-17
R2	115-18	115-18	114-11
R1	114-25	114-25	114-05	115-06
PP	113-18	113-18	113-18	113-25
S1	112-25	112-25	113-25	113-06
S2	111-18	111-18	113-19
S3	109-18	110-25	113-13
S4	107-18	108-25	112-28

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	114-12	110-27	3-17	3.1%	1-23	1.5%	88%	True	False	103
10	120-16	110-27	9-21	8.5%	1-26	1.6%	32%	False	False	95
20	121-05	110-27	10-10	9.0%	1-27	1.6%	30%	False	False	89

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	0-13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-28
2.618	119-20
1.618	117-20
1.000	116-12
0.618	115-20
HIGH	114-12
0.618	113-20
0.500	113-12
0.382	113-04
LOW	112-12
0.618	111-04
1.000	110-12
1.618	109-04
2.618	107-04
4.250	103-28

Fisher Pivots for day following 21-Oct-2008
Pivot	1 day	3 day
R1	113-25	113-16
PP	113-18	113-02
S1	113-12	112-20

Download as Excel Spreadsheet

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

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