ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	135-11	134-00	-1-11	-1.0%	131-25
High	135-17	134-00	-1-17	-1.1%	136-17
Low	132-25	131-09	-1-16	-1.1%	131-01
Close	134-30	133-21	-1-09	-0.9%	134-30
Range	2-24	2-23	-0-01	-1.1%	5-16
ATR	2-05	2-08	0-03	5.0%	0-00
Volume	1,063	536	-527	-49.6%	4,017

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	141-04	140-04	135-05
R3	138-13	137-13	134-13
R2	135-22	135-22	134-05
R1	134-22	134-22	133-29	133-26
PP	132-31	132-31	132-31	132-18
S1	131-31	131-31	133-13	131-04
S2	130-08	130-08	133-05
S3	127-17	129-08	132-29
S4	124-26	126-17	132-05

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	131-09	5-08	3.9%	2-11	1.7%	45%	False	True	791
10	136-17	130-17	6-00	4.5%	2-03	1.6%	52%	False	False	644
20	140-12	130-17	9-27	7.4%	2-00	1.5%	32%	False	False	429

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	0-13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	145-18
2.618	141-04
1.618	138-13
1.000	136-23
0.618	135-22
HIGH	134-00
0.618	132-31
0.500	132-20
0.382	132-10
LOW	131-09
0.618	129-19
1.000	128-18
1.618	126-28
2.618	124-05
4.250	119-23

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	133-10	133-29
PP	132-31	133-26
S1	132-20	133-24

Download as Excel Spreadsheet

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

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