ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 15-Jan-2009

Day Change Summary
	Previous	Current
	14-Jan-2009	15-Jan-2009	Change	Change %	Previous Week
Open	133-18	136-08	2-22	2.0%	134-10
High	136-04	136-17	0-13	0.3%	134-16
Low	133-01	135-00	1-31	1.5%	130-17
Close	135-18	135-27	0-09	0.2%	131-28
Range	3-03	1-17	-1-18	-50.5%	3-31
ATR	2-04	2-02	-0-01	-2.0%	0-00
Volume	491	1,271	780	158.9%	2,096

Daily Pivots for day following 15-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	140-12	139-21	136-22
R3	138-27	138-04	136-08
R2	137-10	137-10	136-04
R1	136-19	136-19	135-31	136-06
PP	135-25	135-25	135-25	135-19
S1	135-02	135-02	135-23	134-21
S2	134-08	134-08	135-18
S3	132-23	133-17	135-14
S4	131-06	132-00	135-00

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	136-17	130-25	5-24	4.2%	2-07	1.6%	88%	True	False	757
10	138-06	130-17	7-21	5.6%	2-10	1.7%	69%	False	False	510
20	140-16	130-17	9-31	7.3%	1-30	1.4%	53%	False	False	359

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	143-01
2.618	140-17
1.618	139-00
1.000	138-02
0.618	137-15
HIGH	136-17
0.618	135-30
0.500	135-24
0.382	135-19
LOW	135-00
0.618	134-02
1.000	133-15
1.618	132-17
2.618	131-00
4.250	128-16

Fisher Pivots for day following 15-Jan-2009
Pivot	1 day	3 day
R1	135-26	135-14
PP	135-25	135-00
S1	135-24	134-19

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

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