ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 12-Jan-2009

Day Change Summary
	Previous	Current
	09-Jan-2009	12-Jan-2009	Change	Change %	Previous Week
Open	131-18	131-25	0-07	0.2%	134-10
High	133-05	133-17	0-12	0.3%	134-16
Low	130-25	131-01	0-08	0.2%	130-17
Close	131-28	133-16	1-20	1.2%	131-28
Range	2-12	2-16	0-04	5.3%	3-31
ATR	2-02	2-03	0-01	1.6%	0-00
Volume	831	594	-237	-28.5%	2,096

Daily Pivots for day following 12-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	140-06	139-11	134-28
R3	137-22	136-27	134-06
R2	135-06	135-06	133-31
R1	134-11	134-11	133-23	134-24
PP	132-22	132-22	132-22	132-29
S1	131-27	131-27	133-09	132-08
S2	130-06	130-06	133-01
S3	127-22	129-11	132-26
S4	125-06	126-27	132-04

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	133-17	130-17	3-00	2.2%	1-27	1.4%	99%	True	False	496
10	140-12	130-17	9-27	7.4%	2-11	1.8%	30%	False	False	354
20	140-16	130-17	9-31	7.5%	2-02	1.5%	30%	False	False	248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-17
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	144-05
2.618	140-02
1.618	137-18
1.000	136-01
0.618	135-02
HIGH	133-17
0.618	132-18
0.500	132-09
0.382	132-00
LOW	131-01
0.618	129-16
1.000	128-17
1.618	127-00
2.618	124-16
4.250	120-13

Fisher Pivots for day following 12-Jan-2009
Pivot	1 day	3 day
R1	133-03	133-02
PP	132-22	132-19
S1	132-09	132-05

Download as Excel Spreadsheet

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

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