ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	125-10	124-29	-0-13	-0.3%	124-21
High	125-31	125-06	-0-25	-0.6%	125-31
Low	124-08	123-06	-1-02	-0.9%	122-26
Close	124-30	123-22	-1-08	-1.0%	124-30
Range	1-23	2-00	0-09	16.4%	3-05
ATR	1-22	1-23	0-01	1.3%	0-00
Volume	40	5	-35	-87.5%	65

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-01	128-27	124-25
R3	128-01	126-27	124-08
R2	126-01	126-01	124-02
R1	124-27	124-27	123-28	124-14
PP	124-01	124-01	124-01	123-26
S1	122-27	122-27	123-16	122-14
S2	122-01	122-01	123-10
S3	120-01	120-27	123-04
S4	118-01	118-27	122-19

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	134-01	132-21	126-22
R3	130-28	129-16	125-26
R2	127-23	127-23	125-17
R1	126-11	126-11	125-07	127-01
PP	124-18	124-18	124-18	124-30
S1	123-06	123-06	124-21	123-28
S2	121-13	121-13	124-11
S3	118-08	120-01	124-02
S4	115-03	116-28	123-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-31	122-26	3-05	2.6%	1-16	1.2%	28%	False	False	13
10	126-16	122-06	4-10	3.5%	1-20	1.3%	35%	False	False	12
20	127-17	122-00	5-17	4.5%	1-17	1.2%	31%	False	False	20

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	0-14
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-22
2.618	130-14
1.618	128-14
1.000	127-06
0.618	126-14
HIGH	125-06
0.618	124-14
0.500	124-06
0.382	123-30
LOW	123-06
0.618	121-30
1.000	121-06
1.618	119-30
2.618	117-30
4.250	114-22

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	124-06	124-18
PP	124-01	124-09
S1	123-27	124-00

Download as Excel Spreadsheet

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

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