ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 27-Apr-2009

Day Change Summary
	Previous	Current
	24-Apr-2009	27-Apr-2009	Change	Change %	Previous Week
Open	123-01	123-05	0-04	0.1%	123-30
High	123-31	123-24	-0-07	-0.2%	126-07
Low	122-23	122-22	-0-01	0.0%	122-23
Close	122-29	123-22	0-25	0.6%	122-29
Range	1-08	1-02	-0-06	-15.0%	3-16
ATR	1-20	1-18	-0-01	-2.5%	0-00
Volume	44	22	-22	-50.0%	494

Daily Pivots for day following 27-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-18	126-06	124-09
R3	125-16	125-04	123-31
R2	124-14	124-14	123-28
R1	124-02	124-02	123-25	124-08
PP	123-12	123-12	123-12	123-15
S1	123-00	123-00	123-19	123-06
S2	122-10	122-10	123-16
S3	121-08	121-30	123-13
S4	120-06	120-28	123-03

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	134-14	132-06	124-27
R3	130-30	128-22	123-28
R2	127-14	127-14	123-18
R1	125-06	125-06	123-07	124-18
PP	123-30	123-30	123-30	123-20
S1	121-22	121-22	122-19	121-02
S2	120-14	120-14	122-08
S3	116-30	118-06	121-30
S4	113-14	114-22	120-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-07	122-22	3-17	2.9%	1-10	1.1%	28%	False	True	95
10	126-29	122-22	4-07	3.4%	1-12	1.1%	24%	False	True	76
20	129-16	122-22	6-26	5.5%	1-14	1.2%	15%	False	True	175
40	130-15	122-06	8-09	6.7%	1-22	1.4%	18%	False	False	121

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-08
2.618	126-17
1.618	125-15
1.000	124-26
0.618	124-13
HIGH	123-24
0.618	123-11
0.500	123-07
0.382	123-03
LOW	122-22
0.618	122-01
1.000	121-20
1.618	120-31
2.618	119-29
4.250	118-06

Fisher Pivots for day following 27-Apr-2009
Pivot	1 day	3 day
R1	123-17	123-18
PP	123-12	123-14
S1	123-07	123-10

Download as Excel Spreadsheet

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

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