ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	124-21	123-29	-0-24	-0.6%	123-03
High	124-31	123-30	-1-01	-0.8%	126-16
Low	124-13	123-13	-1-00	-0.8%	122-06
Close	124-28	123-21	-1-07	-1.0%	125-31
Range	0-18	0-17	-0-01	-5.6%	4-10
ATR	1-23	1-22	-0-01	-1.0%	0-00
Volume	4	4	0	0.0%	86

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-08	125-00	123-30
R3	124-23	124-15	123-26
R2	124-06	124-06	123-24
R1	123-30	123-30	123-23	123-26
PP	123-21	123-21	123-21	123-19
S1	123-13	123-13	123-19	123-08
S2	123-04	123-04	123-18
S3	122-19	122-28	123-16
S4	122-02	122-11	123-12

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	137-26	136-07	128-11
R3	133-16	131-29	127-05
R2	129-06	129-06	126-24
R1	127-19	127-19	126-12	128-12
PP	124-28	124-28	124-28	125-09
S1	123-09	123-09	125-18	124-02
S2	120-18	120-18	125-06
S3	116-08	118-31	124-25
S4	111-30	114-21	123-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-16	122-06	4-10	3.5%	1-18	1.3%	34%	False	False	9
10	126-16	122-00	4-16	3.6%	1-17	1.2%	37%	False	False	18
20	127-17	122-00	5-17	4.5%	1-09	1.0%	30%	False	False	17

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	0-08
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	126-06
2.618	125-11
1.618	124-26
1.000	124-15
0.618	124-09
HIGH	123-30
0.618	123-24
0.500	123-22
0.382	123-19
LOW	123-13
0.618	123-02
1.000	122-28
1.618	122-17
2.618	122-00
4.250	121-05

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	123-22	124-30
PP	123-21	124-17
S1	123-21	124-03

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

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