ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	116-20	117-01	0-13	0.3%	111-22
High	117-11	117-09	-0-02	-0.1%	116-01
Low	116-07	115-05	-1-02	-0.9%	111-07
Close	116-25	115-24	-1-01	-0.9%	115-02
Range	1-04	2-04	1-00	88.9%	4-26
ATR	1-28	1-29	0-01	0.9%	0-00
Volume	326	2,074	1,748	536.2%	6,974

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-14	121-07	116-29
R3	120-10	119-03	116-11
R2	118-06	118-06	116-04
R1	116-31	116-31	115-30	116-16
PP	116-02	116-02	116-02	115-27
S1	114-27	114-27	115-18	114-12
S2	113-30	113-30	115-12
S3	111-26	112-23	115-05
S4	109-22	110-19	114-19

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	117-11	114-01	3-10	2.9%	1-21	1.4%	52%	False	False	1,834
10	117-11	111-07	6-04	5.3%	1-27	1.6%	74%	False	False	1,661
20	118-17	110-27	7-22	6.6%	1-30	1.7%	64%	False	False	1,452
40	121-05	110-27	10-10	8.9%	1-28	1.6%	48%	False	False	805

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-10
2.618	122-27
1.618	120-23
1.000	119-13
0.618	118-19
HIGH	117-09
0.618	116-15
0.500	116-07
0.382	115-31
LOW	115-05
0.618	113-27
1.000	113-01
1.618	111-23
2.618	109-19
4.250	106-04

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	116-07	116-08
PP	116-02	116-03
S1	115-29	115-29

Download as Excel Spreadsheet

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

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