ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 13-Jan-2009

Day Change Summary
	Previous	Current
	12-Jan-2009	13-Jan-2009	Change	Change %	Previous Week
Open	131-25	134-07	2-14	1.8%	134-10
High	133-17	134-07	0-22	0.5%	134-16
Low	131-01	132-21	1-20	1.2%	130-17
Close	133-16	133-16	0-00	0.0%	131-28
Range	2-16	1-18	-0-30	-37.5%	3-31
ATR	2-03	2-01	-0-01	-1.8%	0-00
Volume	594	598	4	0.7%	2,096

Daily Pivots for day following 13-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	138-05	137-12	134-12
R3	136-19	135-26	133-30
R2	135-01	135-01	133-25
R1	134-08	134-08	133-21	133-28
PP	133-15	133-15	133-15	133-08
S1	132-22	132-22	133-11	132-10
S2	131-29	131-29	133-07
S3	130-11	131-04	133-02
S4	128-25	129-18	132-20

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	134-07	130-20	3-19	2.7%	1-24	1.3%	80%	True	False	572
10	140-10	130-17	9-25	7.3%	2-12	1.8%	30%	False	False	410
20	140-16	130-17	9-31	7.5%	1-31	1.5%	30%	False	False	277

Crabel Price Patterns
NR	True
NR4	False
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	0-16
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	140-28
2.618	138-10
1.618	136-24
1.000	135-25
0.618	135-06
HIGH	134-07
0.618	133-20
0.500	133-14
0.382	133-08
LOW	132-21
0.618	131-22
1.000	131-03
1.618	130-04
2.618	128-18
4.250	126-00

Fisher Pivots for day following 13-Jan-2009
Pivot	1 day	3 day
R1	133-15	133-05
PP	133-15	132-27
S1	133-14	132-16

Download as Excel Spreadsheet

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

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