ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	125-10	127-09	1-31	1.6%	128-12
High	127-20	127-16	-0-04	-0.1%	130-11
Low	125-10	125-03	-0-07	-0.2%	125-01
Close	127-15	125-21	-1-26	-1.4%	125-13
Range	2-10	2-13	0-03	4.1%	5-10
ATR	2-10	2-10	0-00	0.3%	0-00
Volume	1,529	1,366	-163	-10.7%	5,869

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	133-10	131-28	126-31
R3	130-29	129-15	126-10
R2	128-16	128-16	126-03
R1	127-02	127-02	125-28	126-18
PP	126-03	126-03	126-03	125-27
S1	124-21	124-21	125-14	124-06
S2	123-22	123-22	125-07
S3	121-09	122-08	125-00
S4	118-28	119-27	124-11

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	142-28	139-14	128-10
R3	137-18	134-04	126-28
R2	132-08	132-08	126-12
R1	128-26	128-26	125-29	127-28
PP	126-30	126-30	126-30	126-14
S1	123-16	123-16	124-29	122-18
S2	121-20	121-20	124-14
S3	116-10	118-06	123-30
S4	111-00	112-28	122-16

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%	2-14	1.9%	12%	False	False	1,539
10	132-24	125-01	7-23	6.1%	2-11	1.9%	8%	False	False	1,053
20	136-17	125-01	11-16	9.2%	2-07	1.8%	5%	False	False	849
40	140-16	125-01	15-15	12.3%	2-05	1.7%	4%	False	False	491

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	0-10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	137-23
2.618	133-26
1.618	131-13
1.000	129-29
0.618	129-00
HIGH	127-16
0.618	126-19
0.500	126-10
0.382	126-00
LOW	125-03
0.618	123-19
1.000	122-22
1.618	121-06
2.618	118-25
4.250	114-28

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	126-10	126-12
PP	126-03	126-04
S1	125-28	125-28

Download as Excel Spreadsheet

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

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