ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	130-04	129-02	-1-02	-0.8%	134-00
High	130-24	129-05	-1-19	-1.2%	134-00
Low	128-02	127-09	-0-25	-0.6%	127-09
Close	128-22	128-11	-0-11	-0.3%	128-11
Range	2-22	1-28	-0-26	-30.2%	6-23
ATR	2-13	2-11	-0-01	-1.6%	0-00
Volume	527	405	-122	-23.1%	2,311

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	133-28	133-00	129-12
R3	132-00	131-04	128-28
R2	130-04	130-04	128-22
R1	129-08	129-08	128-16	128-24
PP	128-08	128-08	128-08	128-00
S1	127-12	127-12	128-06	126-28
S2	126-12	126-12	128-00
S3	124-16	125-16	127-26
S4	122-20	123-20	127-10

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	150-01	145-29	132-01
R3	143-10	139-06	130-06
R2	136-19	136-19	129-18
R1	132-15	132-15	128-31	131-06
PP	129-28	129-28	129-28	129-07
S1	125-24	125-24	127-23	124-14
S2	123-05	123-05	127-04
S3	116-14	119-01	126-16
S4	109-23	112-10	124-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-17	127-09	8-08	6.4%	2-19	2.0%	13%	False	True	674
10	136-17	127-09	9-08	7.2%	2-13	1.9%	11%	False	True	715
20	140-12	127-09	13-03	10.2%	2-06	1.7%	8%	False	True	465
40	140-16	125-10	15-06	11.8%	2-03	1.6%	20%	False	False	278

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	0-11
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	137-04
2.618	134-02
1.618	132-06
1.000	131-01
0.618	130-10
HIGH	129-05
0.618	128-14
0.500	128-07
0.382	128-00
LOW	127-09
0.618	126-04
1.000	125-13
1.618	124-08
2.618	122-12
4.250	119-10

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	128-10	130-00
PP	128-08	129-15
S1	128-07	128-29

Download as Excel Spreadsheet

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

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