ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	114-18	116-16	1-30	1.7%	111-22
High	116-14	117-10	0-28	0.8%	116-01
Low	114-01	116-10	2-09	2.0%	111-07
Close	116-11	117-04	0-25	0.7%	115-02
Range	2-13	1-00	-1-13	-58.4%	4-26
ATR	2-00	1-30	-0-02	-3.6%	0-00
Volume	4,917	867	-4,050	-82.4%	6,974

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-29	119-17	117-22
R3	118-29	118-17	117-13
R2	117-29	117-29	117-10
R1	117-17	117-17	117-07	117-23
PP	116-29	116-29	116-29	117-00
S1	116-17	116-17	117-01	116-23
S2	115-29	115-29	116-30
S3	114-29	115-17	116-27
S4	113-29	114-17	116-18

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	117-10	113-23	3-19	3.1%	1-25	1.5%	95%	True	False	2,066
10	117-10	111-07	6-03	5.2%	1-28	1.6%	97%	True	False	1,826
20	118-17	110-27	7-22	6.6%	1-30	1.6%	82%	False	False	1,343
40	122-02	110-27	11-07	9.6%	1-29	1.6%	56%	False	False	752

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-15
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	121-18
2.618	119-30
1.618	118-30
1.000	118-10
0.618	117-30
HIGH	117-10
0.618	116-30
0.500	116-26
0.382	116-22
LOW	116-10
0.618	115-22
1.000	115-10
1.618	114-22
2.618	113-22
4.250	112-02

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	117-01	116-20
PP	116-29	116-05
S1	116-26	115-22

Download as Excel Spreadsheet

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

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