ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 07-Jan-2009

Day Change Summary
	Previous	Current
	06-Jan-2009	07-Jan-2009	Change	Change %	Previous Week
Open	131-23	131-11	-0-12	-0.3%	139-30
High	132-16	131-27	-0-21	-0.5%	140-12
Low	130-17	130-20	0-03	0.1%	133-24
Close	131-14	131-12	-0-02	0.0%	134-05
Range	1-31	1-07	-0-24	-38.1%	6-20
ATR	2-05	2-03	-0-02	-3.1%	0-00
Volume	221	661	440	199.1%	859

Daily Pivots for day following 07-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	134-30	134-12	132-01
R3	133-23	133-05	131-23
R2	132-16	132-16	131-19
R1	131-30	131-30	131-16	132-07
PP	131-09	131-09	131-09	131-14
S1	130-23	130-23	131-08	131-00
S2	130-02	130-02	131-05
S3	128-27	129-16	131-01
S4	127-20	128-09	130-23

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	140-07	130-17	9-22	7.4%	2-29	2.2%	9%	False	False	316
10	140-12	130-17	9-27	7.5%	1-31	1.5%	9%	False	False	198
20	140-16	130-17	9-31	7.6%	2-01	1.6%	8%	False	False	172

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 7 trading days

Fibonacci Retracements and Extensions
4.250	137-01
2.618	135-01
1.618	133-26
1.000	133-02
0.618	132-19
HIGH	131-27
0.618	131-12
0.500	131-08
0.382	131-03
LOW	130-20
0.618	129-28
1.000	129-13
1.618	128-21
2.618	127-14
4.250	125-14

Fisher Pivots for day following 07-Jan-2009
Pivot	1 day	3 day
R1	131-10	132-16
PP	131-09	132-04
S1	131-08	131-24

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

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