ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 14-Jan-2009

Day Change Summary
	Previous	Current
	13-Jan-2009	14-Jan-2009	Change	Change %	Previous Week
Open	134-07	133-18	-0-21	-0.5%	134-10
High	134-07	136-04	1-29	1.4%	134-16
Low	132-21	133-01	0-12	0.3%	130-17
Close	133-16	135-18	2-02	1.5%	131-28
Range	1-18	3-03	1-17	98.0%	3-31
ATR	2-01	2-04	0-02	3.7%	0-00
Volume	598	491	-107	-17.9%	2,096

Daily Pivots for day following 14-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	144-06	142-31	137-08
R3	141-03	139-28	136-13
R2	138-00	138-00	136-04
R1	136-25	136-25	135-27	137-12
PP	134-29	134-29	134-29	135-07
S1	133-22	133-22	135-09	134-10
S2	131-26	131-26	135-00
S3	128-23	130-19	134-23
S4	125-20	127-16	133-28

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	136-04	130-25	5-11	3.9%	2-04	1.6%	89%	True	False	538
10	140-07	130-17	9-22	7.1%	2-16	1.9%	52%	False	False	427
20	140-16	130-17	9-31	7.4%	2-02	1.5%	50%	False	False	297

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-15
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	149-09
2.618	144-07
1.618	141-04
1.000	139-07
0.618	138-01
HIGH	136-04
0.618	134-30
0.500	134-18
0.382	134-07
LOW	133-01
0.618	131-04
1.000	129-30
1.618	128-01
2.618	124-30
4.250	119-28

Fisher Pivots for day following 14-Jan-2009
Pivot	1 day	3 day
R1	135-08	134-29
PP	134-29	134-08
S1	134-18	133-18

Download as Excel Spreadsheet

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

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