ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 19-Dec-2008

Day Change Summary
	Previous	Current
	18-Dec-2008	19-Dec-2008	Change	Change %	Previous Week
Open	138-04	139-28	1-24	1.3%	133-27
High	140-16	140-06	-0-10	-0.2%	140-16
Low	138-04	139-02	0-30	0.7%	133-02
Close	140-06	139-17	-0-21	-0.5%	139-17
Range	2-12	1-04	-1-08	-52.6%	7-14
ATR	2-06	2-03	-0-02	-3.5%	0-00
Volume	135	166	31	23.0%	482

Daily Pivots for day following 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	142-31	142-12	140-05
R3	141-27	141-08	139-27
R2	140-23	140-23	139-24
R1	140-04	140-04	139-20	139-28
PP	139-19	139-19	139-19	139-15
S1	139-00	139-00	139-14	138-24
S2	138-15	138-15	139-10
S3	137-11	137-28	139-07
S4	136-07	136-24	138-29

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	160-00	157-07	143-20
R3	152-18	149-25	141-18
R2	145-04	145-04	140-29
R1	142-11	142-11	140-07	143-24
PP	137-22	137-22	137-22	138-13
S1	134-29	134-29	138-27	136-10
S2	130-08	130-08	138-05
S3	122-26	127-15	137-16
S4	115-12	120-01	135-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-16	133-02	7-14	5.3%	2-07	1.6%	87%	False	False	96
10	140-16	130-30	9-18	6.9%	2-06	1.6%	90%	False	False	62
20	140-16	122-13	18-03	13.0%	2-01	1.5%	95%	False	False	54

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	144-31
2.618	143-04
1.618	142-00
1.000	141-10
0.618	140-28
HIGH	140-06
0.618	139-24
0.500	139-20
0.382	139-16
LOW	139-02
0.618	138-12
1.000	137-30
1.618	137-08
2.618	136-04
4.250	134-09

Fisher Pivots for day following 19-Dec-2008
Pivot	1 day	3 day
R1	139-20	139-10
PP	139-19	139-02
S1	139-18	138-26

Download as Excel Spreadsheet

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

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