ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	132-19	130-04	-2-15	-1.9%	131-25
High	132-24	130-24	-2-00	-1.5%	136-17
Low	129-24	128-02	-1-22	-1.3%	131-01
Close	130-13	128-22	-1-23	-1.3%	134-30
Range	3-00	2-22	-0-10	-10.4%	5-16
ATR	2-12	2-13	0-01	0.9%	0-00
Volume	843	527	-316	-37.5%	4,017

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	137-07	135-21	130-05
R3	134-17	132-31	129-14
R2	131-27	131-27	129-06
R1	130-09	130-09	128-30	129-23
PP	129-05	129-05	129-05	128-28
S1	127-19	127-19	128-14	127-01
S2	126-15	126-15	128-06
S3	123-25	124-29	127-30
S4	121-03	122-07	127-07

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	128-02	8-15	6.6%	2-17	2.0%	7%	False	True	848
10	136-17	128-02	8-15	6.6%	2-11	1.8%	7%	False	True	693
20	140-12	128-02	12-10	9.6%	2-05	1.7%	5%	False	True	445
40	140-16	122-19	17-29	13.9%	2-03	1.6%	34%	False	False	269

Crabel Price Patterns
NR	True
NR4	True
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	0-12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	142-06
2.618	137-25
1.618	135-03
1.000	133-14
0.618	132-13
HIGH	130-24
0.618	129-23
0.500	129-13
0.382	129-03
LOW	128-02
0.618	126-13
1.000	125-12
1.618	123-23
2.618	121-01
4.250	116-20

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	129-13	131-01
PP	129-05	130-08
S1	128-30	129-15

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

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