ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 20-Nov-2008

Day Change Summary
	Previous	Current
	19-Nov-2008	20-Nov-2008	Change	Change %	Previous Week
Open	119-04	121-11	2-07	1.9%	114-18
High	121-26	128-13	6-19	5.4%	117-27
Low	119-03	121-11	2-08	1.9%	114-01
Close	120-28	124-20	3-24	3.1%	117-08
Range	2-23	7-02	4-11	159.8%	3-26
ATR	1-30	2-11	0-13	20.6%	0-00
Volume	36,875	38,408	1,533	4.2%	16,275

Daily Pivots for day following 20-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	145-31	142-12	128-16
R3	138-29	135-10	126-18
R2	131-27	131-27	125-29
R1	128-08	128-08	125-09	130-02
PP	124-25	124-25	124-25	125-22
S1	121-06	121-06	123-31	123-00
S2	117-23	117-23	123-11
S3	110-21	114-04	122-22
S4	103-19	107-02	120-24

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	128-13	115-12	13-01	10.5%	3-00	2.4%	71%	True	False	22,426
10	128-13	114-01	14-12	11.5%	2-10	1.9%	74%	True	False	12,130
20	128-13	111-07	17-06	13.8%	2-07	1.8%	78%	True	False	6,720
40	128-13	110-27	17-18	14.1%	2-02	1.7%	78%	True	False	3,566

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	158-14
2.618	146-29
1.618	139-27
1.000	135-15
0.618	132-25
HIGH	128-13
0.618	125-23
0.500	124-28
0.382	124-01
LOW	121-11
0.618	116-31
1.000	114-09
1.618	109-29
2.618	102-27
4.250	91-10

Fisher Pivots for day following 20-Nov-2008
Pivot	1 day	3 day
R1	124-28	124-03
PP	124-25	123-18
S1	124-23	123-02

Download as Excel Spreadsheet

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

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