ECBOT 30 Year Treasury Bond Future June 2009

Trading Metrics calculated at close of trading on 13-Feb-2009

Day Change Summary
	Previous	Current
	12-Feb-2009	13-Feb-2009	Change	Change %	Previous Week
Open	127-17	127-07	-0-10	-0.2%	124-11
High	128-04	127-13	-0-23	-0.6%	128-04
Low	126-06	124-18	-1-20	-1.3%	123-23
Close	128-00	125-00	-3-00	-2.3%	125-00
Range	1-30	2-27	0-29	46.8%	4-13
ATR	2-03	2-06	0-03	4.6%	0-00
Volume	11,773	5,405	-6,368	-54.1%	34,169

Daily Pivots for day following 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	134-06	132-14	126-18
R3	131-11	129-19	125-25
R2	128-16	128-16	125-17
R1	126-24	126-24	125-08	126-06
PP	125-21	125-21	125-21	125-12
S1	123-29	123-29	124-24	123-12
S2	122-26	122-26	124-15
S3	119-31	121-02	124-07
S4	117-04	118-07	123-14

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	138-27	136-10	127-14
R3	134-14	131-29	126-07
R2	130-01	130-01	125-26
R1	127-16	127-16	125-13	128-24
PP	125-20	125-20	125-20	126-08
S1	123-03	123-03	124-19	124-12
S2	121-07	121-07	124-06
S3	116-26	118-22	123-25
S4	112-13	114-09	122-18

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	3.5%	1-31	1.6%	29%	False	False	6,833
10	128-04	123-23	4-13	3.5%	1-30	1.5%	29%	False	False	4,384
20	135-17	123-23	11-26	9.5%	2-06	1.7%	11%	False	False	2,654
40	140-16	123-23	16-25	13.4%	2-02	1.6%	8%	False	False	1,507

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	139-16
2.618	134-27
1.618	132-00
1.000	130-08
0.618	129-05
HIGH	127-13
0.618	126-10
0.500	126-00
0.382	125-21
LOW	124-18
0.618	122-26
1.000	121-23
1.618	119-31
2.618	117-04
4.250	112-15

Fisher Pivots for day following 13-Feb-2009
Pivot	1 day	3 day
R1	126-00	126-11
PP	125-21	125-29
S1	125-10	125-14

Download as Excel Spreadsheet

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

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