ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 18-Dec-2008

Day Change Summary
	Previous	Current
	17-Dec-2008	18-Dec-2008	Change	Change %	Previous Week
Open	137-10	138-04	0-26	0.6%	131-18
High	139-07	140-16	1-09	0.9%	134-16
Low	137-05	138-04	0-31	0.7%	130-30
Close	138-04	140-06	2-02	1.5%	133-19
Range	2-02	2-12	0-10	15.2%	3-18
ATR	2-05	2-06	0-00	0.7%	0-00
Volume	59	135	76	128.8%	145

Daily Pivots for day following 18-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	146-23	145-27	141-16
R3	144-11	143-15	140-27
R2	141-31	141-31	140-20
R1	141-03	141-03	140-13	141-17
PP	139-19	139-19	139-19	139-26
S1	138-23	138-23	139-31	139-05
S2	137-07	137-07	139-24
S3	134-27	136-11	139-17
S4	132-15	133-31	138-28

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	143-22	142-07	135-18
R3	140-04	138-21	134-18
R2	136-18	136-18	134-08
R1	135-03	135-03	133-29	135-26
PP	133-00	133-00	133-00	133-12
S1	131-17	131-17	133-09	132-08
S2	129-14	129-14	132-30
S3	125-28	127-31	132-20
S4	122-10	124-13	131-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-16	131-07	9-09	6.6%	2-21	1.9%	97%	True	False	65
10	140-16	130-30	9-18	6.8%	2-10	1.6%	97%	True	False	52

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150-19
2.618	146-23
1.618	144-11
1.000	142-28
0.618	141-31
HIGH	140-16
0.618	139-19
0.500	139-10
0.382	139-01
LOW	138-04
0.618	136-21
1.000	135-24
1.618	134-09
2.618	131-29
4.250	128-01

Fisher Pivots for day following 18-Dec-2008
Pivot	1 day	3 day
R1	139-29	139-08
PP	139-19	138-09
S1	139-10	137-10

Download as Excel Spreadsheet

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

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