ECBOT 30 Year Treasury Bond Future March 2009

Trading Metrics calculated at close of trading on 26-Nov-2008

Day Change Summary
	Previous	Current
	25-Nov-2008	26-Nov-2008	Change	Change %	Previous Week
Open	123-24	126-27	3-03	2.5%	117-09
High	127-13	127-27	0-14	0.3%	128-13
Low	123-20	126-03	2-15	2.0%	117-01
Close	125-31	127-02	1-03	0.9%	125-04
Range	3-25	1-24	-2-01	-53.7%	11-12
ATR	2-16	2-15	-0-01	-1.8%	0-00
Volume	234,995	273,051	38,056	16.2%	230,235

Daily Pivots for day following 26-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-08	131-13	128-01
R3	130-16	129-21	127-17
R2	128-24	128-24	127-12
R1	127-29	127-29	127-07	128-10
PP	127-00	127-00	127-00	127-07
S1	126-05	126-05	126-29	126-18
S2	125-08	125-08	126-24
S3	123-16	124-13	126-19
S4	121-24	122-21	126-03

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	121-11	7-02	5.6%	3-21	2.9%	81%	False	False	157,249
10	128-13	115-05	13-08	10.4%	2-26	2.2%	90%	False	False	86,204
20	128-13	111-07	17-06	13.5%	2-10	1.8%	92%	False	False	43,918
40	128-13	110-27	17-18	13.8%	2-04	1.7%	92%	False	False	22,257

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	135-09
2.618	132-14
1.618	130-22
1.000	129-19
0.618	128-30
HIGH	127-27
0.618	127-06
0.500	126-31
0.382	126-24
LOW	126-03
0.618	125-00
1.000	124-11
1.618	123-08
2.618	121-16
4.250	118-21

Fisher Pivots for day following 26-Nov-2008
Pivot	1 day	3 day
R1	127-01	126-18
PP	127-00	126-02
S1	126-31	125-18

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

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