ECBOT 30 Year Treasury Bond Future September 2009

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	121-02	121-00	-0-02	-0.1%	120-01
High	121-03	121-00	-0-03	-0.1%	122-02
Low	121-00	120-01	-0-31	-0.8%	119-00
Close	121-01	120-02	-0-31	-0.8%	121-03
Range	0-03	0-31	0-28	940.0%	3-02
ATR	1-10	1-10	-0-01	-1.8%	0-00
Volume	2,218	15,375	13,157	593.2%	80,159

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-09	122-21	120-19
R3	122-10	121-22	120-10
R2	121-11	121-11	120-08
R1	120-22	120-22	120-05	120-17
PP	120-12	120-12	120-12	120-09
S1	119-23	119-23	119-31	119-18
S2	119-12	119-12	119-28
S3	118-13	118-24	119-25
S4	117-14	117-25	119-17

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	129-30	128-19	122-25
R3	126-28	125-17	121-30
R2	123-25	123-25	121-21
R1	122-14	122-14	121-12	123-04
PP	120-23	120-23	120-23	121-02
S1	119-12	119-12	120-26	120-01
S2	117-21	117-21	120-17
S3	114-18	116-09	120-08
S4	111-16	113-07	119-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-02	119-00	3-02	2.6%	1-01	0.9%	34%	False	False	14,352
10	122-08	119-00	3-08	2.7%	1-04	0.9%	32%	False	False	32,210
20	122-08	118-06	4-02	3.4%	1-08	1.0%	46%	False	False	174,161
40	122-08	114-26	7-15	6.2%	1-15	1.2%	70%	False	False	208,249
60	122-08	114-24	7-17	6.3%	1-16	1.3%	71%	False	False	210,313
80	122-08	111-22	10-19	8.8%	1-18	1.3%	79%	False	False	217,514
100	124-10	111-22	12-20	10.5%	1-17	1.3%	66%	False	False	175,785
120	129-16	111-22	17-26	14.8%	1-17	1.3%	47%	False	False	146,517

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-05
2.618	123-18
1.618	122-19
1.000	121-31
0.618	121-19
HIGH	121-00
0.618	120-20
0.500	120-17
0.382	120-13
LOW	120-01
0.618	119-14
1.000	119-02
1.618	118-15
2.618	117-15
4.250	115-28

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	120-17	121-02
PP	120-12	120-23
S1	120-07	120-12

Download as Excel Spreadsheet

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

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