ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 06-Jan-2009

Day Change Summary
	Previous	Current
	05-Jan-2009	06-Jan-2009	Change	Change %	Previous Week
Open	134-10	131-23	-2-19	-1.9%	139-30
High	134-16	132-16	-2-00	-1.5%	140-12
Low	131-02	130-17	-0-17	-0.4%	133-24
Close	131-22	131-14	-0-08	-0.2%	134-05
Range	3-14	1-31	-1-15	-42.7%	6-20
ATR	2-06	2-05	0-00	-0.7%	0-00
Volume	206	221	15	7.3%	859

Daily Pivots for day following 06-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	137-13	136-12	132-17
R3	135-14	134-13	131-31
R2	133-15	133-15	131-26
R1	132-14	132-14	131-20	131-31
PP	131-16	131-16	131-16	131-08
S1	130-15	130-15	131-08	130-00
S2	129-17	129-17	131-02
S3	127-18	128-16	130-29
S4	125-19	126-17	130-11

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	140-10	130-17	9-25	7.4%	3-00	2.3%	9%	False	True	249
10	140-12	130-17	9-27	7.5%	1-31	1.5%	9%	False	True	220
20	140-16	130-17	9-31	7.6%	2-02	1.6%	9%	False	True	141

Crabel Price Patterns
NR	True
NR4	True
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	0-11
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140-28
2.618	137-21
1.618	135-22
1.000	134-15
0.618	133-23
HIGH	132-16
0.618	131-24
0.500	131-16
0.382	131-09
LOW	130-17
0.618	129-10
1.000	128-18
1.618	127-11
2.618	125-12
4.250	122-05

Fisher Pivots for day following 06-Jan-2009
Pivot	1 day	3 day
R1	131-16	134-12
PP	131-16	133-12
S1	131-15	132-13

Download as Excel Spreadsheet

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

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