ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 17-Nov-2008

Day Change Summary
	Previous	Current
	14-Nov-2008	17-Nov-2008	Change	Change %	Previous Week
Open	115-20	117-09	1-21	1.4%	114-18
High	117-27	118-06	0-11	0.3%	117-27
Low	115-12	117-01	1-21	1.4%	114-01
Close	117-08	117-17	0-09	0.2%	117-08
Range	2-15	1-05	-1-10	-53.2%	3-26
ATR	1-30	1-28	-0-02	-2.9%	0-00
Volume	8,091	12,142	4,051	50.1%	16,275

Daily Pivots for day following 17-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-02	120-14	118-05
R3	119-29	119-09	117-27
R2	118-24	118-24	117-24
R1	118-04	118-04	117-20	118-14
PP	117-19	117-19	117-19	117-24
S1	116-31	116-31	117-14	117-09
S2	116-14	116-14	117-10
S3	115-09	115-26	117-07
S4	114-04	114-21	116-29

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	127-26	126-11	119-11
R3	124-00	122-17	118-10
R2	120-06	120-06	117-30
R1	118-23	118-23	117-19	119-14
PP	116-12	116-12	116-12	116-24
S1	114-29	114-29	116-29	115-20
S2	112-18	112-18	116-18
S3	108-24	111-03	116-06
S4	104-30	107-09	115-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-06	115-05	3-01	2.6%	1-18	1.3%	78%	True	False	4,700
10	118-06	111-25	6-13	5.5%	1-28	1.6%	90%	True	False	3,375
20	118-17	111-07	7-10	6.2%	1-30	1.7%	86%	False	False	2,453
40	121-05	110-27	10-10	8.8%	1-28	1.6%	65%	False	False	1,272

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-03
2.618	121-07
1.618	120-02
1.000	119-11
0.618	118-29
HIGH	118-06
0.618	117-24
0.500	117-20
0.382	117-15
LOW	117-01
0.618	116-10
1.000	115-28
1.618	115-05
2.618	114-00
4.250	112-04

Fisher Pivots for day following 17-Nov-2008
Pivot	1 day	3 day
R1	117-20	117-08
PP	117-19	116-31
S1	117-18	116-22

Download as Excel Spreadsheet

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

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