ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	123-22	128-04	4-14	3.6%	124-21
High	129-04	130-15	1-11	1.0%	125-31
Low	122-20	127-26	5-06	4.2%	122-26
Close	128-01	128-07	0-06	0.1%	124-30
Range	6-16	2-21	-3-27	-59.1%	3-05
ATR	2-02	2-03	0-01	2.1%	0-00
Volume	11	18	7	63.6%	65

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	136-26	135-05	129-22
R3	134-05	132-16	128-30
R2	131-16	131-16	128-23
R1	129-27	129-27	128-15	130-22
PP	128-27	128-27	128-27	129-08
S1	127-06	127-06	127-31	128-00
S2	126-06	126-06	127-23
S3	123-17	124-17	127-16
S4	120-28	121-28	126-24

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	130-15	122-20	7-27	6.1%	2-31	2.3%	71%	True	False	15
10	130-15	122-20	7-27	6.1%	2-02	1.6%	71%	True	False	12
20	130-15	122-00	8-15	6.6%	1-26	1.4%	73%	True	False	21

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	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	141-24
2.618	137-14
1.618	134-25
1.000	133-04
0.618	132-04
HIGH	130-15
0.618	129-15
0.500	129-04
0.382	128-26
LOW	127-26
0.618	126-05
1.000	125-05
1.618	123-16
2.618	120-27
4.250	116-17

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	129-04	127-21
PP	128-27	127-03
S1	128-17	126-18

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

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