ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 05-Dec-2008

Day Change Summary
	Previous	Current
	04-Dec-2008	05-Dec-2008	Change	Change %	Previous Week
Open	131-05	132-24	1-19	1.2%	126-26
High	133-04	133-26	0-22	0.5%	133-26
Low	130-17	131-19	1-02	0.8%	126-02
Close	132-23	132-08	-0-15	-0.4%	132-08
Range	2-19	2-07	-0-12	-14.5%	7-24
ATR
Volume	31	64	33	106.5%	244

Daily Pivots for day following 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	139-07	137-30	133-15
R3	137-00	135-23	132-28
R2	134-25	134-25	132-21
R1	133-16	133-16	132-15	133-01
PP	132-18	132-18	132-18	132-10
S1	131-09	131-09	132-01	130-26
S2	130-11	130-11	131-27
S3	128-04	129-02	131-20
S4	125-29	126-27	131-01

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	153-31	150-27	136-16
R3	146-07	143-03	134-12
R2	138-15	138-15	133-21
R1	135-11	135-11	132-31	136-29
PP	130-23	130-23	130-23	131-16
S1	127-19	127-19	131-17	129-05
S2	122-31	122-31	130-27
S3	115-07	119-27	130-04
S4	107-15	112-03	128-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-26	126-02	7-24	5.9%	2-22	2.0%	80%	True	False	48
10	133-26	122-13	11-13	8.6%	1-28	1.4%	86%	True	False	45

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	0-15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143-08
2.618	139-20
1.618	137-13
1.000	136-01
0.618	135-06
HIGH	133-26
0.618	132-31
0.500	132-22
0.382	132-14
LOW	131-19
0.618	130-07
1.000	129-12
1.618	128-00
2.618	125-25
4.250	122-05

Fisher Pivots for day following 05-Dec-2008
Pivot	1 day	3 day
R1	132-22	131-31
PP	132-18	131-23
S1	132-13	131-14

Download as Excel Spreadsheet

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

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