ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 02-Jan-2009

Day Change Summary
	Previous	Current
	31-Dec-2008	02-Jan-2009	Change	Change %	Previous Week
Open	139-27	137-22	-2-05	-1.5%	139-30
High	140-07	138-06	-2-01	-1.4%	140-12
Low	136-26	133-24	-3-02	-2.2%	133-24
Close	136-24	134-05	-2-19	-1.9%	134-05
Range	3-13	4-14	1-01	30.3%	6-20
ATR	1-29	2-02	0-06	9.6%	0-00
Volume	437	56	-381	-87.2%	859

Daily Pivots for day following 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	148-22	145-27	136-19
R3	144-08	141-13	135-12
R2	139-26	139-26	134-31
R1	136-31	136-31	134-18	136-06
PP	135-12	135-12	135-12	134-31
S1	132-17	132-17	133-24	131-24
S2	130-30	130-30	133-11
S3	126-16	128-03	132-30
S4	122-02	123-21	131-23

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	155-31	151-22	137-26
R3	149-11	145-02	135-31
R2	142-23	142-23	135-12
R1	138-14	138-14	134-24	137-08
PP	136-03	136-03	136-03	135-16
S1	131-26	131-26	133-18	130-20
S2	129-15	129-15	132-30
S3	122-27	125-06	132-11
S4	116-07	118-18	130-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-12	133-24	6-20	4.9%	2-08	1.7%	6%	False	True	171
10	140-16	133-24	6-24	5.0%	1-25	1.3%	6%	False	True	207
20	140-16	130-17	9-31	7.4%	2-02	1.5%	36%	False	False	125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	157-02
2.618	149-26
1.618	145-12
1.000	142-20
0.618	140-30
HIGH	138-06
0.618	136-16
0.500	135-31
0.382	135-14
LOW	133-24
0.618	131-00
1.000	129-10
1.618	126-18
2.618	122-04
4.250	114-28

Fisher Pivots for day following 02-Jan-2009
Pivot	1 day	3 day
R1	135-31	137-01
PP	135-12	136-02
S1	134-24	135-04

Download as Excel Spreadsheet

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

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