ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	113-24	114-29	1-05	1.0%	117-13
High	115-08	116-12	1-04	1.0%	117-24
Low	113-19	114-27	1-08	1.1%	113-16
Close	115-03	116-07	1-04	1.0%	114-00
Range	1-21	1-17	-0-04	-7.5%	4-08
ATR	1-19	1-18	0-00	-0.2%	0-00
Volume	593	853	260	43.8%	4,578

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-13	119-27	117-02
R3	118-28	118-10	116-20
R2	117-11	117-11	116-16
R1	116-25	116-25	116-11	117-02
PP	115-26	115-26	115-26	115-30
S1	115-08	115-08	116-03	115-17
S2	114-09	114-09	115-30
S3	112-24	113-23	115-26
S4	111-07	112-06	115-12

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-27	125-05	116-11
R3	123-19	120-29	115-05
R2	119-11	119-11	114-25
R1	116-21	116-21	114-12	115-28
PP	115-03	115-03	115-03	114-22
S1	112-13	112-13	113-20	111-20
S2	110-27	110-27	113-07
S3	106-19	108-05	112-27
S4	102-11	103-29	111-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-13	113-16	2-29	2.5%	1-18	1.3%	94%	False	False	756
10	118-00	113-16	4-16	3.9%	1-21	1.4%	60%	False	False	699
20	118-00	113-16	4-16	3.9%	1-20	1.4%	60%	False	False	484
40	120-01	112-15	7-18	6.5%	1-13	1.2%	50%	False	False	288

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-28
2.618	120-12
1.618	118-27
1.000	117-29
0.618	117-10
HIGH	116-12
0.618	115-25
0.500	115-20
0.382	115-14
LOW	114-27
0.618	113-29
1.000	113-10
1.618	112-12
2.618	110-27
4.250	108-11

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	116-00	115-25
PP	115-26	115-12
S1	115-20	114-30

Download as Excel Spreadsheet

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

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