ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	127-31	129-18	1-19	1.2%	134-00
High	130-00	130-11	0-11	0.3%	134-00
Low	127-22	127-09	-0-13	-0.3%	127-09
Close	129-30	127-21	-2-09	-1.8%	128-11
Range	2-10	3-02	0-24	32.4%	6-23
ATR	2-09	2-11	0-02	2.4%	0-00
Volume	675	1,050	375	55.6%	2,311

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	137-20	135-22	129-11
R3	134-18	132-20	128-16
R2	131-16	131-16	128-07
R1	129-18	129-18	127-30	129-00
PP	128-14	128-14	128-14	128-04
S1	126-16	126-16	127-12	125-30
S2	125-12	125-12	127-03
S3	122-10	123-14	126-26
S4	119-08	120-12	125-31

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	130-24	127-08	3-16	2.7%	2-08	1.8%	12%	False	False	610
10	136-17	127-08	9-09	7.3%	2-14	1.9%	4%	False	False	725
20	140-10	127-08	13-02	10.2%	2-13	1.9%	3%	False	False	568
40	140-16	126-02	14-14	11.3%	2-06	1.7%	11%	False	False	329

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	143-12
2.618	138-12
1.618	135-10
1.000	133-13
0.618	132-08
HIGH	130-11
0.618	129-06
0.500	128-26
0.382	128-14
LOW	127-09
0.618	125-12
1.000	124-07
1.618	122-10
2.618	119-08
4.250	114-08

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	128-26	128-26
PP	128-14	128-13
S1	128-01	128-01

Download as Excel Spreadsheet

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

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