ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 30-Apr-2009

Day Change Summary
	Previous	Current
	29-Apr-2009	30-Apr-2009	Change	Change %	Previous Week
Open	122-13	121-04	-1-09	-1.0%	123-30
High	123-00	121-18	-1-14	-1.2%	126-07
Low	120-17	120-20	0-03	0.1%	122-23
Close	121-12	121-06	-0-06	-0.2%	122-29
Range	2-15	0-30	-1-17	-62.0%	3-16
ATR	1-22	1-20	-0-02	-3.2%	0-00
Volume	620	313	-307	-49.5%	494

Daily Pivots for day following 30-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-30	123-16	121-22
R3	123-00	122-18	121-14
R2	122-02	122-02	121-12
R1	121-20	121-20	121-09	121-27
PP	121-04	121-04	121-04	121-08
S1	120-22	120-22	121-03	120-29
S2	120-06	120-06	121-00
S3	119-08	119-24	120-30
S4	118-10	118-26	120-22

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%	17%	False	False	206
10	126-07	120-17	5-22	4.7%	1-19	1.3%	12%	False	False	150
20	129-16	120-17	8-31	7.4%	1-17	1.3%	7%	False	False	206
40	130-15	120-17	9-30	8.2%	1-23	1.4%	7%	False	False	143

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-18
2.618	124-01
1.618	123-03
1.000	122-16
0.618	122-05
HIGH	121-18
0.618	121-07
0.500	121-03
0.382	120-31
LOW	120-20
0.618	120-01
1.000	119-22
1.618	119-03
2.618	118-05
4.250	116-20

Fisher Pivots for day following 30-Apr-2009
Pivot	1 day	3 day
R1	121-05	122-14
PP	121-04	122-00
S1	121-03	121-19

Download as Excel Spreadsheet

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

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