ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	113-13	112-29	-0-16	-0.4%	116-26
High	114-04	113-29	-0-07	-0.2%	117-18
Low	112-14	111-21	-0-25	-0.7%	111-21
Close	113-02	111-26	-1-08	-1.1%	111-26
Range	1-22	2-08	0-18	33.3%	5-29
ATR	2-00	2-01	0-01	0.8%	0-00
Volume	1,787	1,461	-326	-18.2%	6,337

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-07	117-24	113-02
R3	116-31	115-16	112-14
R2	114-23	114-23	112-07
R1	113-08	113-08	112-01	112-28
PP	112-15	112-15	112-15	112-08
S1	111-00	111-00	111-19	110-20
S2	110-07	110-07	111-13
S3	107-31	108-24	111-06
S4	105-23	106-16	110-18

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-13	127-16	115-02
R3	125-16	121-19	113-14
R2	119-19	119-19	112-29
R1	115-22	115-22	112-11	114-22
PP	113-22	113-22	113-22	113-06
S1	109-25	109-25	111-09	108-25
S2	107-25	107-25	110-23
S3	101-28	103-28	110-06
S4	95-31	97-31	108-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-18	111-21	5-29	5.3%	2-02	1.8%	3%	False	True	1,267
10	118-17	110-27	7-22	6.9%	2-03	1.9%	13%	False	False	1,384
20	121-05	110-27	10-10	9.2%	1-30	1.7%	9%	False	False	753
40	122-22	110-27	11-27	10.6%	1-28	1.7%	8%	False	False	459

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	0-14
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-15
2.618	119-25
1.618	117-17
1.000	116-05
0.618	115-09
HIGH	113-29
0.618	113-01
0.500	112-25
0.382	112-17
LOW	111-21
0.618	110-09
1.000	109-13
1.618	108-01
2.618	105-25
4.250	102-03

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	112-25	113-24
PP	112-15	113-03
S1	112-04	112-14

Download as Excel Spreadsheet

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

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