ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 21-Apr-2009

Day Change Summary
	Previous	Current
	20-Apr-2009	21-Apr-2009	Change	Change %	Previous Week
Open	123-30	125-19	1-21	1.3%	124-23
High	125-12	126-07	0-27	0.7%	126-29
Low	123-30	124-06	0-08	0.2%	123-23
Close	125-11	124-11	-1-00	-0.8%	124-01
Range	1-14	2-01	0-19	41.3%	3-06
ATR	1-23	1-23	0-01	1.4%	0-00
Volume	41	22	-19	-46.3%	619

Daily Pivots for day following 21-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	131-00	129-23	125-15
R3	128-31	127-22	124-29
R2	126-30	126-30	124-23
R1	125-21	125-21	124-17	125-09
PP	124-29	124-29	124-29	124-24
S1	123-20	123-20	124-05	123-08
S2	122-28	122-28	123-31
S3	120-27	121-19	123-25
S4	118-26	119-18	123-07

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%	1-18	1.3%	20%	False	False	33
10	126-29	123-23	3-06	2.6%	1-14	1.1%	20%	False	False	113
20	129-16	123-23	5-25	4.6%	1-18	1.3%	11%	False	False	183
40	130-15	122-00	8-15	6.8%	1-23	1.4%	28%	False	False	115

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-27
2.618	131-17
1.618	129-16
1.000	128-08
0.618	127-15
HIGH	126-07
0.618	125-14
0.500	125-06
0.382	124-31
LOW	124-06
0.618	122-30
1.000	122-05
1.618	120-29
2.618	118-28
4.250	115-18

Fisher Pivots for day following 21-Apr-2009
Pivot	1 day	3 day
R1	125-06	124-31
PP	124-29	124-24
S1	124-20	124-18

Download as Excel Spreadsheet

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

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