ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	125-06	125-13	0-07	0.2%	128-12
High	126-01	126-14	0-13	0.3%	130-11
Low	124-16	125-01	0-17	0.4%	125-01
Close	125-11	125-19	0-08	0.2%	125-13
Range	1-17	1-13	-0-04	-8.2%	5-10
ATR	2-09	2-07	-0-02	-2.7%	0-00
Volume	2,504	2,246	-258	-10.3%	5,869

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-29	129-05	126-12
R3	128-16	127-24	125-31
R2	127-03	127-03	125-27
R1	126-11	126-11	125-23	126-23
PP	125-22	125-22	125-22	125-28
S1	124-30	124-30	125-15	125-10
S2	124-09	124-09	125-11
S3	122-28	123-17	125-07
S4	121-15	122-04	124-26

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	127-20	124-16	3-04	2.5%	1-26	1.4%	35%	False	False	1,834
10	130-11	124-16	5-27	4.7%	2-02	1.6%	19%	False	False	1,391
20	136-17	124-16	12-01	9.6%	2-06	1.8%	9%	False	False	1,042
40	140-16	124-16	16-00	12.7%	2-04	1.7%	7%	False	False	607

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-11
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	132-13
2.618	130-04
1.618	128-23
1.000	127-27
0.618	127-10
HIGH	126-14
0.618	125-29
0.500	125-24
0.382	125-18
LOW	125-01
0.618	124-05
1.000	123-20
1.618	122-24
2.618	121-11
4.250	119-02

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	125-24	126-00
PP	125-22	125-28
S1	125-20	125-23

Download as Excel Spreadsheet

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

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