ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 09-Apr-2009

Day Change Summary
	Previous	Current
	08-Apr-2009	09-Apr-2009	Change	Change %	Previous Week
Open	126-01	125-14	-0-19	-0.5%	128-17
High	126-19	125-20	-0-31	-0.8%	129-16
Low	125-17	124-12	-1-05	-0.9%	125-17
Close	126-10	124-20	-1-22	-1.3%	125-22
Range	1-02	1-08	0-06	17.6%	3-31
ATR	1-24	1-25	0-00	0.7%	0-00
Volume	21	367	346	1,647.6%	1,513

Daily Pivots for day following 09-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	128-20	127-28	125-10
R3	127-12	126-20	124-31
R2	126-04	126-04	124-27
R1	125-12	125-12	124-24	125-04
PP	124-28	124-28	124-28	124-24
S1	124-04	124-04	124-16	123-28
S2	123-20	123-20	124-13
S3	122-12	122-28	124-09
S4	121-04	121-20	123-30

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	127-29	124-12	3-17	2.8%	1-14	1.2%	7%	False	True	301
10	129-16	124-12	5-04	4.1%	1-14	1.2%	5%	False	True	241
20	130-15	122-20	7-27	6.3%	1-29	1.5%	25%	False	False	180
40	130-15	122-00	8-15	6.8%	1-21	1.3%	31%	False	False	99

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-30
2.618	128-29
1.618	127-21
1.000	126-28
0.618	126-13
HIGH	125-20
0.618	125-05
0.500	125-00
0.382	124-27
LOW	124-12
0.618	123-19
1.000	123-04
1.618	122-11
2.618	121-03
4.250	119-02

Fisher Pivots for day following 09-Apr-2009
Pivot	1 day	3 day
R1	125-00	125-16
PP	124-28	125-06
S1	124-24	124-29

Download as Excel Spreadsheet

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

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