ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	127-00	127-17	0-17	0.4%	125-10
High	127-28	128-04	0-08	0.2%	127-20
Low	126-19	126-06	-0-13	-0.3%	124-08
Close	127-14	128-00	0-18	0.4%	124-17
Range	1-09	1-30	0-21	51.2%	3-12
ATR	2-03	2-03	0-00	-0.5%	0-00
Volume	5,466	11,773	6,307	115.4%	9,680

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	133-08	132-18	129-02
R3	131-10	130-20	128-17
R2	129-12	129-12	128-11
R1	128-22	128-22	128-06	129-01
PP	127-14	127-14	127-14	127-20
S1	126-24	126-24	127-26	127-03
S2	125-16	125-16	127-21
S3	123-18	124-26	127-15
S4	121-20	122-28	126-30

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	128-04	123-23	4-13	3.4%	1-24	1.4%	97%	True	False	6,159
10	128-04	123-23	4-13	3.4%	1-25	1.4%	97%	True	False	3,997
20	136-17	123-23	12-26	10.0%	2-03	1.6%	33%	False	False	2,447
40	140-16	123-23	16-25	13.1%	2-02	1.6%	26%	False	False	1,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-12
2.618	133-06
1.618	131-08
1.000	130-02
0.618	129-10
HIGH	128-04
0.618	127-12
0.500	127-05
0.382	126-30
LOW	126-06
0.618	125-00
1.000	124-08
1.618	123-02
2.618	121-04
4.250	117-30

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	127-23	127-14
PP	127-14	126-29
S1	127-05	126-12

Download as Excel Spreadsheet

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

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