ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	128-12	127-31	-0-13	-0.3%	134-00
High	128-18	130-00	1-14	1.1%	134-00
Low	127-08	127-22	0-14	0.3%	127-09
Close	127-31	129-30	1-31	1.5%	128-11
Range	1-10	2-10	1-00	76.2%	6-23
ATR	2-09	2-09	0-00	0.1%	0-00
Volume	393	675	282	71.8%	2,311

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	136-05	135-11	131-07
R3	133-27	133-01	130-18
R2	131-17	131-17	130-12
R1	130-23	130-23	130-05	131-04
PP	129-07	129-07	129-07	129-13
S1	128-13	128-13	129-23	128-26
S2	126-29	126-29	129-16
S3	124-19	126-03	129-10
S4	122-09	123-25	128-21

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	132-24	127-08	5-16	4.2%	2-08	1.7%	49%	False	False	568
10	136-17	127-08	9-09	7.1%	2-09	1.8%	29%	False	False	680
20	140-12	127-08	13-04	10.1%	2-10	1.8%	20%	False	False	517
40	140-16	125-10	15-06	11.7%	2-05	1.7%	30%	False	False	304

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	0-08
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	139-26
2.618	136-02
1.618	133-24
1.000	132-10
0.618	131-14
HIGH	130-00
0.618	129-04
0.500	128-27
0.382	128-18
LOW	127-22
0.618	126-08
1.000	125-12
1.618	123-30
2.618	121-20
4.250	117-28

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	129-18	129-16
PP	129-07	129-02
S1	128-27	128-20

Download as Excel Spreadsheet

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

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