ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 17-Apr-2009

Day Change Summary
	Previous	Current
	16-Apr-2009	17-Apr-2009	Change	Change %	Previous Week
Open	126-00	125-00	-1-00	-0.8%	124-23
High	126-06	125-30	-0-08	-0.2%	126-29
Low	125-15	123-23	-1-24	-1.4%	123-23
Close	125-21	124-01	-1-20	-1.3%	124-01
Range	0-23	2-07	1-16	208.7%	3-06
ATR	1-22	1-23	0-01	2.3%	0-00
Volume	16	19	3	18.8%	619

Daily Pivots for day following 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	131-07	129-27	125-08
R3	129-00	127-20	124-21
R2	126-25	126-25	124-14
R1	125-13	125-13	124-08	125-00
PP	124-18	124-18	124-18	124-11
S1	123-06	123-06	123-26	122-24
S2	122-11	122-11	123-20
S3	120-04	120-31	123-13
S4	117-29	118-24	122-26

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	134-14	132-14	125-25
R3	131-08	129-08	124-29
R2	128-02	128-02	124-20
R1	126-02	126-02	124-10	125-15
PP	124-28	124-28	124-28	124-19
S1	122-28	122-28	123-24	122-09
S2	121-22	121-22	123-14
S3	118-16	119-22	123-05
S4	115-10	116-16	122-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-29	123-23	3-06	2.6%	1-17	1.2%	10%	False	True	123
10	127-29	123-23	4-06	3.4%	1-15	1.2%	7%	False	True	212
20	129-16	123-23	5-25	4.7%	1-17	1.2%	5%	False	True	207
40	130-15	122-00	8-15	6.8%	1-22	1.4%	24%	False	False	114

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 9 trading days

Fibonacci Retracements and Extensions
4.250	135-12
2.618	131-24
1.618	129-17
1.000	128-05
0.618	127-10
HIGH	125-30
0.618	125-03
0.500	124-26
0.382	124-18
LOW	123-23
0.618	122-11
1.000	121-16
1.618	120-04
2.618	117-29
4.250	114-09

Fisher Pivots for day following 17-Apr-2009
Pivot	1 day	3 day
R1	124-26	125-10
PP	124-18	124-28
S1	124-10	124-15

Download as Excel Spreadsheet

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

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