ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 09-Jan-2009

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	132-00	131-18	-0-14	-0.3%	134-10
High	132-09	133-05	0-28	0.7%	134-16
Low	131-05	130-25	-0-12	-0.3%	130-17
Close	131-24	131-28	0-04	0.1%	131-28
Range	1-04	2-12	1-08	111.1%	3-31
ATR	2-01	2-02	0-01	1.2%	0-00
Volume	177	831	654	369.5%	2,096

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	139-02	137-27	133-06
R3	136-22	135-15	132-17
R2	134-10	134-10	132-10
R1	133-03	133-03	132-03	133-22
PP	131-30	131-30	131-30	132-08
S1	130-23	130-23	131-21	131-10
S2	129-18	129-18	131-14
S3	127-06	128-11	131-07
S4	124-26	125-31	130-18

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	144-07	142-00	134-02
R3	140-08	138-01	132-31
R2	136-09	136-09	132-19
R1	134-02	134-02	132-08	133-06
PP	132-10	132-10	132-10	131-28
S1	130-03	130-03	131-16	129-07
S2	128-11	128-11	131-05
S3	124-12	126-04	130-25
S4	120-13	122-05	129-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-16	130-17	3-31	3.0%	2-01	1.5%	34%	False	False	419
10	140-12	130-17	9-27	7.5%	2-04	1.6%	14%	False	False	295
20	140-16	130-17	9-31	7.6%	2-01	1.5%	13%	False	False	219

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

Fibonacci Retracements and Extensions
4.250	143-08
2.618	139-12
1.618	137-00
1.000	135-17
0.618	134-20
HIGH	133-05
0.618	132-08
0.500	131-31
0.382	131-22
LOW	130-25
0.618	129-10
1.000	128-13
1.618	126-30
2.618	124-18
4.250	120-22

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	131-31	131-28
PP	131-30	131-28
S1	131-29	131-28

Download as Excel Spreadsheet

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

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