ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 05-May-2009

Day Change Summary
	Previous	Current
	04-May-2009	05-May-2009	Change	Change %	Previous Week
Open	120-24	121-04	0-12	0.3%	123-05
High	121-10	121-13	0-03	0.1%	124-10
Low	120-13	120-17	0-04	0.1%	120-09
Close	121-05	121-06	0-01	0.0%	120-25
Range	0-29	0-28	-0-01	-3.4%	4-01
ATR	1-17	1-16	-0-02	-3.1%	0-00
Volume	844	402	-442	-52.4%	1,144

Daily Pivots for day following 05-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-21	123-10	121-21
R3	122-25	122-14	121-14
R2	121-29	121-29	121-11
R1	121-18	121-18	121-09	121-24
PP	121-01	121-01	121-01	121-04
S1	120-22	120-22	121-03	120-28
S2	120-05	120-05	121-01
S3	119-09	119-26	120-30
S4	118-13	118-30	120-23

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	133-28	131-12	123-00
R3	129-27	127-11	121-28
R2	125-26	125-26	121-17
R1	123-10	123-10	121-05	122-18
PP	121-25	121-25	121-25	121-13
S1	119-09	119-09	120-13	118-16
S2	117-24	117-24	120-01
S3	113-23	115-08	119-22
S4	109-22	111-07	118-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-00	120-09	2-23	2.2%	1-08	1.0%	33%	False	False	466
10	124-21	120-09	4-12	3.6%	1-10	1.1%	21%	False	False	282
20	126-29	120-09	6-20	5.5%	1-12	1.1%	14%	False	False	197
40	130-15	120-09	10-06	8.4%	1-21	1.4%	9%	False	False	178

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

Fibonacci Retracements and Extensions
4.250	125-04
2.618	123-22
1.618	122-26
1.000	122-09
0.618	121-30
HIGH	121-13
0.618	121-02
0.500	120-31
0.382	120-28
LOW	120-17
0.618	120-00
1.000	119-21
1.618	119-04
2.618	118-08
4.250	116-26

Fisher Pivots for day following 05-May-2009
Pivot	1 day	3 day
R1	121-04	121-02
PP	121-01	120-31
S1	120-31	120-27

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

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