ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	136-08	135-11	-0-29	-0.7%	131-25
High	136-17	135-17	-1-00	-0.7%	136-17
Low	135-00	132-25	-2-07	-1.6%	131-01
Close	135-27	134-30	-0-29	-0.7%	134-30
Range	1-17	2-24	1-07	79.6%	5-16
ATR	2-02	2-05	0-02	3.4%	0-00
Volume	1,271	1,063	-208	-16.4%	4,017

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	142-21	141-18	136-14
R3	139-29	138-26	135-22
R2	137-05	137-05	135-14
R1	136-02	136-02	135-06	135-08
PP	134-13	134-13	134-13	134-00
S1	133-10	133-10	134-22	132-16
S2	131-21	131-21	134-14
S3	128-29	130-18	134-06
S4	126-05	127-26	133-14

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	150-21	148-10	137-31
R3	145-05	142-26	136-14
R2	139-21	139-21	135-30
R1	137-10	137-10	135-14	138-16
PP	134-05	134-05	134-05	134-24
S1	131-26	131-26	134-14	133-00
S2	128-21	128-21	133-30
S3	123-05	126-10	133-14
S4	117-21	120-26	131-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136-17	131-01	5-16	4.1%	2-09	1.7%	71%	False	False	803
10	136-17	130-17	6-00	4.4%	2-05	1.6%	73%	False	False	611
20	140-16	130-17	9-31	7.4%	1-31	1.5%	44%	False	False	409

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147-07
2.618	142-23
1.618	139-31
1.000	138-09
0.618	137-07
HIGH	135-17
0.618	134-15
0.500	134-05
0.382	133-27
LOW	132-25
0.618	131-03
1.000	130-01
1.618	128-11
2.618	125-19
4.250	121-03

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	134-22	134-27
PP	134-13	134-24
S1	134-05	134-21

Download as Excel Spreadsheet

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

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