ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 24-Nov-2008

Day Change Summary
	Previous	Current
	21-Nov-2008	24-Nov-2008	Change	Change %	Previous Week
Open	126-25	124-20	-2-05	-1.7%	117-09
High	127-06	125-09	-1-29	-1.5%	128-13
Low	123-18	123-08	-0-10	-0.3%	117-01
Close	125-04	124-08	-0-28	-0.7%	125-04
Range	3-20	2-01	-1-19	-44.0%	11-12
ATR	2-14	2-13	-0-01	-1.2%	0-00
Volume	126,193	113,599	-12,594	-10.0%	230,235

Daily Pivots for day following 24-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	130-11	129-11	125-12
R3	128-10	127-10	124-26
R2	126-09	126-09	124-20
R1	125-09	125-09	124-14	124-24
PP	124-08	124-08	124-08	124-00
S1	123-08	123-08	124-02	122-24
S2	122-07	122-07	123-28
S3	120-06	121-07	123-22
S4	118-05	119-06	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	117-22	10-23	8.6%	3-13	2.7%	61%	False	False	66,338
10	128-13	115-05	13-08	10.7%	2-16	2.0%	69%	False	False	35,519
20	128-13	111-07	17-06	13.8%	2-08	1.8%	76%	False	False	18,657
40	128-13	110-27	17-18	14.1%	2-03	1.7%	76%	False	False	9,558

Crabel Price Patterns
NR	True
NR4	True
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	0-09
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-29
2.618	130-19
1.618	128-18
1.000	127-10
0.618	126-17
HIGH	125-09
0.618	124-16
0.500	124-08
0.382	124-01
LOW	123-08
0.618	122-00
1.000	121-07
1.618	119-31
2.618	117-30
4.250	114-20

Fisher Pivots for day following 24-Nov-2008
Pivot	1 day	3 day
R1	124-08	124-28
PP	124-08	124-21
S1	124-08	124-15

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

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