ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	123-05	123-27	0-22	0.6%	123-30
High	123-24	124-10	0-18	0.5%	126-07
Low	122-22	122-05	-0-17	-0.4%	122-23
Close	123-22	122-15	-1-07	-1.0%	122-29
Range	1-02	2-05	1-03	102.9%	3-16
ATR	1-18	1-20	0-01	2.6%	0-00
Volume	22	34	12	54.5%	494

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-14	128-04	123-21
R3	127-09	125-31	123-02
R2	125-04	125-04	122-28
R1	123-26	123-26	122-21	123-12
PP	122-31	122-31	122-31	122-25
S1	121-21	121-21	122-09	121-08
S2	120-26	120-26	122-02
S3	118-21	119-16	121-28
S4	116-16	117-11	121-09

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	124-21	122-05	2-16	2.0%	1-11	1.1%	13%	False	True	97
10	126-29	122-05	4-24	3.9%	1-15	1.2%	7%	False	True	65
20	129-16	122-05	7-11	6.0%	1-15	1.2%	4%	False	True	174
40	130-15	122-05	8-10	6.8%	1-23	1.4%	4%	False	True	121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-15
2.618	129-31
1.618	127-26
1.000	126-15
0.618	125-21
HIGH	124-10
0.618	123-16
0.500	123-08
0.382	122-31
LOW	122-05
0.618	120-26
1.000	120-00
1.618	118-21
2.618	116-16
4.250	113-00

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	123-08	123-08
PP	122-31	122-31
S1	122-23	122-23

Download as Excel Spreadsheet

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

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