ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 04-Feb-2009

Day Change Summary
	Previous	Current
	03-Feb-2009	04-Feb-2009	Change	Change %	Previous Week
Open	127-09	125-06	-2-03	-1.6%	128-12
High	127-16	126-01	-1-15	-1.2%	130-11
Low	125-03	124-16	-0-19	-0.5%	125-01
Close	125-21	125-11	-0-10	-0.2%	125-13
Range	2-13	1-17	-0-28	-36.4%	5-10
ATR	2-10	2-09	-0-02	-2.4%	0-00
Volume	1,366	2,504	1,138	83.3%	5,869

Daily Pivots for day following 04-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-28	129-05	126-06
R3	128-11	127-20	125-24
R2	126-26	126-26	125-20
R1	126-03	126-03	125-15	126-14
PP	125-09	125-09	125-09	125-15
S1	124-18	124-18	125-07	124-30
S2	123-24	123-24	125-02
S3	122-07	123-01	124-30
S4	120-22	121-16	124-16

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	128-02	124-16	3-18	2.8%	2-05	1.7%	24%	False	True	1,830
10	130-24	124-16	6-08	5.0%	2-06	1.8%	14%	False	True	1,220
20	136-17	124-16	12-01	9.6%	2-06	1.7%	7%	False	True	963
40	140-16	124-16	16-00	12.8%	2-04	1.7%	5%	False	True	552

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	0-12
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-17
2.618	130-01
1.618	128-16
1.000	127-18
0.618	126-31
HIGH	126-01
0.618	125-14
0.500	125-08
0.382	125-03
LOW	124-16
0.618	123-18
1.000	122-31
1.618	122-01
2.618	120-16
4.250	118-00

Fisher Pivots for day following 04-Feb-2009
Pivot	1 day	3 day
R1	125-10	126-02
PP	125-09	125-26
S1	125-08	125-19

Download as Excel Spreadsheet

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

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