ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 29-Apr-2009

Day Change Summary
	Previous	Current
	28-Apr-2009	29-Apr-2009	Change	Change %	Previous Week
Open	123-27	122-13	-1-14	-1.2%	123-30
High	124-10	123-00	-1-10	-1.1%	126-07
Low	122-05	120-17	-1-20	-1.3%	122-23
Close	122-15	121-12	-1-03	-0.9%	122-29
Range	2-05	2-15	0-10	14.5%	3-16
ATR	1-20	1-22	0-02	3.7%	0-00
Volume	34	620	586	1,723.5%	494

Daily Pivots for day following 29-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-01	127-22	122-23
R3	126-18	125-07	122-02
R2	124-03	124-03	121-26
R1	122-24	122-24	121-19	122-06
PP	121-20	121-20	121-20	121-12
S1	120-09	120-09	121-05	119-23
S2	119-05	119-05	120-30
S3	116-22	117-26	120-22
S4	114-07	115-11	120-01

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	124-10	120-17	3-25	3.1%	1-18	1.3%	22%	False	True	189
10	126-07	120-17	5-22	4.7%	1-18	1.3%	15%	False	True	120
20	129-16	120-17	8-31	7.4%	1-17	1.3%	9%	False	True	191
40	130-15	120-17	9-30	8.2%	1-23	1.4%	8%	False	True	136

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 28 trading days

Fibonacci Retracements and Extensions
4.250	133-16
2.618	129-15
1.618	127-00
1.000	125-15
0.618	124-17
HIGH	123-00
0.618	122-02
0.500	121-24
0.382	121-15
LOW	120-17
0.618	119-00
1.000	118-02
1.618	116-17
2.618	114-02
4.250	110-01

Fisher Pivots for day following 29-Apr-2009
Pivot	1 day	3 day
R1	121-24	122-14
PP	121-20	122-02
S1	121-16	121-23

Download as Excel Spreadsheet

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

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