ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 22-Dec-2008

Day Change Summary
	Previous	Current
	19-Dec-2008	22-Dec-2008	Change	Change %	Previous Week
Open	139-28	140-04	0-08	0.2%	133-27
High	140-06	140-06	0-00	0.0%	140-16
Low	139-02	139-00	-0-02	0.0%	133-02
Close	139-17	139-13	-0-04	-0.1%	139-17
Range	1-04	1-06	0-02	5.6%	7-14
ATR	2-03	2-01	-0-02	-3.1%	0-00
Volume	166	878	712	428.9%	482

Daily Pivots for day following 22-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	143-03	142-14	140-02
R3	141-29	141-08	139-23
R2	140-23	140-23	139-20
R1	140-02	140-02	139-16	139-26
PP	139-17	139-17	139-17	139-13
S1	138-28	138-28	139-10	138-20
S2	138-11	138-11	139-06
S3	137-05	137-22	139-03
S4	135-31	136-16	138-24

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	134-05	6-11	4.6%	2-04	1.5%	83%	False	False	254
10	140-16	131-07	9-09	6.7%	2-03	1.5%	88%	False	False	147
20	140-16	122-19	17-29	12.8%	2-02	1.5%	94%	False	False	92

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	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145-08
2.618	143-09
1.618	142-03
1.000	141-12
0.618	140-29
HIGH	140-06
0.618	139-23
0.500	139-19
0.382	139-15
LOW	139-00
0.618	138-09
1.000	137-26
1.618	137-03
2.618	135-29
4.250	133-30

Fisher Pivots for day following 22-Dec-2008
Pivot	1 day	3 day
R1	139-19	139-12
PP	139-17	139-11
S1	139-15	139-10

Download as Excel Spreadsheet

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

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