ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	124-21	127-00	2-11	1.9%	125-10
High	127-07	127-28	0-21	0.5%	127-20
Low	124-19	126-19	2-00	1.6%	124-08
Close	126-20	127-14	0-26	0.6%	124-17
Range	2-20	1-09	-1-11	-51.2%	3-12
ATR	2-05	2-03	-0-02	-2.9%	0-00
Volume	8,068	5,466	-2,602	-32.3%	9,680

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	131-05	130-18	128-05
R3	129-28	129-09	127-25
R2	128-19	128-19	127-22
R1	128-00	128-00	127-18	128-10
PP	127-10	127-10	127-10	127-14
S1	126-23	126-23	127-10	127-00
S2	126-01	126-01	127-06
S3	124-24	125-14	127-03
S4	123-15	124-05	126-23

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	135-19	133-14	126-12
R3	132-07	130-02	125-15
R2	128-27	128-27	125-05
R1	126-22	126-22	124-27	126-02
PP	125-15	125-15	125-15	125-05
S1	123-10	123-10	124-07	122-22
S2	122-03	122-03	123-29
S3	118-23	119-30	123-19
S4	115-11	116-18	122-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-28	123-23	4-05	3.3%	1-21	1.3%	89%	True	False	4,254
10	128-02	123-23	4-11	3.4%	1-29	1.5%	86%	False	False	3,042
20	136-17	123-23	12-26	10.1%	2-05	1.7%	29%	False	False	1,883
40	140-16	123-23	16-25	13.2%	2-02	1.6%	22%	False	False	1,080

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 2 trading days

Fibonacci Retracements and Extensions
4.250	133-10
2.618	131-07
1.618	129-30
1.000	129-05
0.618	128-21
HIGH	127-28
0.618	127-12
0.500	127-08
0.382	127-03
LOW	126-19
0.618	125-26
1.000	125-10
1.618	124-17
2.618	123-08
4.250	121-05

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	127-12	126-28
PP	127-10	126-11
S1	127-08	125-26

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

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