ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 24-Oct-2008

Day Change Summary
	Previous	Current
	23-Oct-2008	24-Oct-2008	Change	Change %	Previous Week
Open	115-04	116-05	1-01	0.9%	110-27
High	117-01	118-17	1-16	1.3%	118-17
Low	114-22	115-19	0-29	0.8%	110-27
Close	116-25	115-21	-1-04	-1.0%	115-21
Range	2-11	2-30	0-19	25.3%	7-22
ATR	1-30	2-01	0-02	3.6%	0-00
Volume	251	778	527	210.0%	7,511

Daily Pivots for day following 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-13	123-15	117-09
R3	122-15	120-17	116-15
R2	119-17	119-17	116-06
R1	117-19	117-19	115-30	117-03
PP	116-19	116-19	116-19	116-11
S1	114-21	114-21	115-12	114-05
S2	113-21	113-21	115-04
S3	110-23	111-23	114-27
S4	107-25	108-25	114-01

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	138-02	134-18	119-28
R3	130-12	126-28	117-25
R2	122-22	122-22	117-02
R1	119-06	119-06	116-12	120-30
PP	115-00	115-00	115-00	115-28
S1	111-16	111-16	114-30	113-08
S2	107-10	107-10	114-08
S3	99-20	103-26	113-17
S4	91-30	96-04	111-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-17	110-27	7-22	6.6%	2-04	1.8%	63%	True	False	1,502
10	118-17	110-27	7-22	6.6%	1-26	1.6%	63%	True	False	800
20	121-05	110-27	10-10	8.9%	2-02	1.8%	47%	False	False	448

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	0-12
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	131-00
2.618	126-07
1.618	123-09
1.000	121-15
0.618	120-11
HIGH	118-17
0.618	117-13
0.500	117-02
0.382	116-23
LOW	115-19
0.618	113-25
1.000	112-21
1.618	110-27
2.618	107-29
4.250	103-04

Fisher Pivots for day following 24-Oct-2008
Pivot	1 day	3 day
R1	117-02	116-04
PP	116-19	115-31
S1	116-04	115-26

Download as Excel Spreadsheet

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

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