ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	129-18	127-15	-2-03	-1.6%	134-00
High	130-11	128-02	-2-09	-1.8%	134-00
Low	127-09	125-01	-2-08	-1.8%	127-09
Close	127-21	125-28	-1-25	-1.4%	128-11
Range	3-02	3-01	-0-01	-1.0%	6-23
ATR	2-11	2-12	0-02	2.1%	0-00
Volume	1,050	2,222	1,172	111.6%	2,311

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	135-13	133-22	127-17
R3	132-12	130-21	126-23
R2	129-11	129-11	126-14
R1	127-20	127-20	126-05	126-31
PP	126-10	126-10	126-10	126-00
S1	124-19	124-19	125-19	123-30
S2	123-09	123-09	125-10
S3	120-08	121-18	125-01
S4	117-07	118-17	124-07

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	130-11	125-01	5-10	4.2%	2-10	1.8%	16%	False	True	949
10	136-17	125-01	11-16	9.1%	2-14	1.9%	7%	False	True	898
20	140-07	125-01	15-06	12.1%	2-15	2.0%	6%	False	True	662
40	140-16	125-01	15-15	12.3%	2-05	1.7%	5%	False	True	385

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	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-30
2.618	136-00
1.618	132-31
1.000	131-03
0.618	129-30
HIGH	128-02
0.618	126-29
0.500	126-18
0.382	126-06
LOW	125-01
0.618	123-05
1.000	122-00
1.618	120-04
2.618	117-03
4.250	112-05

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	126-18	127-22
PP	126-10	127-03
S1	126-03	126-15

Download as Excel Spreadsheet

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

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