ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 07-Apr-2009

Day Change Summary
	Previous	Current
	06-Apr-2009	07-Apr-2009	Change	Change %	Previous Week
Open	125-20	125-14	-0-06	-0.1%	128-17
High	126-13	125-29	-0-16	-0.4%	129-16
Low	124-26	125-00	0-06	0.2%	125-17
Close	124-25	125-16	0-23	0.6%	125-22
Range	1-19	0-29	-0-22	-43.1%	3-31
ATR	1-28	1-26	-0-02	-2.8%	0-00
Volume	419	64	-355	-84.7%	1,513

Daily Pivots for day following 07-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-06	127-24	126-00
R3	127-09	126-27	125-24
R2	126-12	126-12	125-21
R1	125-30	125-30	125-19	126-05
PP	125-15	125-15	125-15	125-18
S1	125-01	125-01	125-13	125-08
S2	124-18	124-18	125-11
S3	123-21	124-04	125-08
S4	122-24	123-07	125-00

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	138-26	136-07	127-28
R3	134-27	132-08	126-25
R2	130-28	130-28	126-13
R1	128-09	128-09	126-02	127-19
PP	126-29	126-29	126-29	126-18
S1	124-10	124-10	125-10	123-20
S2	122-30	122-30	124-31
S3	118-31	120-11	124-19
S4	115-00	116-12	123-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-16	124-26	4-22	3.7%	1-19	1.3%	15%	False	False	332
10	129-16	124-26	4-22	3.7%	1-18	1.2%	15%	False	False	222
20	130-15	122-20	7-27	6.3%	1-30	1.5%	37%	False	False	161
40	130-15	122-00	8-15	6.7%	1-20	1.3%	41%	False	False	89

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	129-24
2.618	128-09
1.618	127-12
1.000	126-26
0.618	126-15
HIGH	125-29
0.618	125-18
0.500	125-14
0.382	125-11
LOW	125-00
0.618	124-14
1.000	124-03
1.618	123-17
2.618	122-20
4.250	121-05

Fisher Pivots for day following 07-Apr-2009
Pivot	1 day	3 day
R1	125-16	126-12
PP	125-15	126-02
S1	125-14	125-25

Download as Excel Spreadsheet

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

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