ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	121-11	126-25	5-14	4.5%	117-09
High	128-13	127-06	-1-07	-0.9%	128-13
Low	121-11	123-18	2-07	1.8%	117-01
Close	124-20	125-04	0-16	0.4%	125-04
Range	7-02	3-20	-3-14	-48.7%	11-12
ATR	2-11	2-14	0-03	3.9%	0-00
Volume	38,408	126,193	87,785	228.6%	230,235

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	136-05	134-09	127-04
R3	132-17	130-21	126-04
R2	128-29	128-29	125-25
R1	127-01	127-01	125-15	126-05
PP	125-09	125-09	125-09	124-28
S1	123-13	123-13	124-25	122-17
S2	121-21	121-21	124-15
S3	118-01	119-25	124-04
S4	114-13	116-05	123-04

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	157-21	152-24	131-12
R3	146-09	141-12	128-08
R2	134-29	134-29	127-07
R1	130-00	130-00	126-05	132-14
PP	123-17	123-17	123-17	124-24
S1	118-20	118-20	124-03	121-02
S2	112-05	112-05	123-01
S3	100-25	107-08	122-00
S4	89-13	95-28	118-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-13	117-01	11-12	9.1%	3-07	2.6%	71%	False	False	46,047
10	128-13	114-01	14-12	11.5%	2-17	2.0%	77%	False	False	24,651
20	128-13	111-07	17-06	13.7%	2-08	1.8%	81%	False	False	12,991
40	128-13	110-27	17-18	14.0%	2-05	1.7%	81%	False	False	6,719

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142-19
2.618	136-22
1.618	133-02
1.000	130-26
0.618	129-14
HIGH	127-06
0.618	125-26
0.500	125-12
0.382	124-30
LOW	123-18
0.618	121-10
1.000	119-30
1.618	117-22
2.618	114-02
4.250	108-05

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	125-12	124-21
PP	125-09	124-07
S1	125-07	123-24

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

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