ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 10-Nov-2008

Day Change Summary
	Previous	Current
	07-Nov-2008	10-Nov-2008	Change	Change %	Previous Week
Open	115-30	114-18	-1-12	-1.2%	111-22
High	116-01	116-14	0-13	0.4%	116-01
Low	114-13	114-01	-0-12	-0.3%	111-07
Close	115-02	116-11	1-09	1.1%	115-02
Range	1-20	2-13	0-25	48.1%	4-26
ATR	1-31	2-00	0-01	1.5%	0-00
Volume	990	4,917	3,927	396.7%	6,974

Daily Pivots for day following 10-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-26	122-00	117-21
R3	120-13	119-19	117-00
R2	118-00	118-00	116-25
R1	117-06	117-06	116-18	117-19
PP	115-19	115-19	115-19	115-26
S1	114-25	114-25	116-04	115-06
S2	113-06	113-06	115-29
S3	110-25	112-12	115-22
S4	108-12	109-31	115-01

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	128-17	126-20	117-23
R3	123-23	121-26	116-12
R2	118-29	118-29	115-30
R1	117-00	117-00	115-16	117-30
PP	114-03	114-03	114-03	114-19
S1	112-06	112-06	114-20	113-04
S2	109-09	109-09	114-06
S3	104-15	107-12	113-24
S4	99-21	102-18	112-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-14	111-25	4-21	4.0%	2-05	1.9%	98%	True	False	2,051
10	116-29	111-07	5-22	4.9%	2-01	1.7%	90%	False	False	1,796
20	118-17	110-27	7-22	6.6%	1-30	1.7%	72%	False	False	1,301
40	122-22	110-27	11-27	10.2%	1-30	1.7%	46%	False	False	732

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-15
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-21
2.618	122-24
1.618	120-11
1.000	118-27
0.618	117-30
HIGH	116-14
0.618	115-17
0.500	115-08
0.382	114-30
LOW	114-01
0.618	112-17
1.000	111-20
1.618	110-04
2.618	107-23
4.250	103-26

Fisher Pivots for day following 10-Nov-2008
Pivot	1 day	3 day
R1	115-31	115-31
PP	115-19	115-19
S1	115-08	115-08

Download as Excel Spreadsheet

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

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