ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	115-18	116-25	1-07	1.1%	113-24
High	117-02	118-06	1-04	1.0%	118-06
Low	114-22	116-18	1-28	1.6%	113-19
Close	116-29	117-16	0-19	0.5%	117-16
Range	2-12	1-20	-0-24	-31.6%	4-19
ATR	1-21	1-21	0-00	-0.2%	0-00
Volume	4,026	5,290	1,264	31.4%	12,212

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-09	121-17	118-13
R3	120-21	119-29	117-30
R2	119-01	119-01	117-26
R1	118-09	118-09	117-21	118-21
PP	117-13	117-13	117-13	117-20
S1	116-21	116-21	117-11	117-01
S2	115-25	115-25	117-06
S3	114-05	115-01	117-02
S4	112-17	113-13	116-19

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-07	128-14	120-01
R3	125-20	123-27	118-24
R2	121-01	121-01	118-11
R1	119-08	119-08	117-29	120-04
PP	116-14	116-14	116-14	116-28
S1	114-21	114-21	117-03	115-18
S2	111-27	111-27	116-21
S3	107-08	110-02	116-08
S4	102-21	105-15	114-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-06	113-19	4-19	3.9%	1-27	1.6%	85%	True	False	2,442
10	118-06	113-16	4-22	4.0%	1-24	1.5%	85%	True	False	1,679
20	118-06	113-16	4-22	4.0%	1-22	1.4%	85%	True	False	1,007
40	120-01	113-16	6-17	5.6%	1-15	1.2%	61%	False	False	552

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	0-12
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-03
2.618	122-14
1.618	120-26
1.000	119-26
0.618	119-06
HIGH	118-06
0.618	117-18
0.500	117-12
0.382	117-06
LOW	116-18
0.618	115-18
1.000	114-30
1.618	113-30
2.618	112-10
4.250	109-21

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	117-15	117-05
PP	117-13	116-25
S1	117-12	116-14

Download as Excel Spreadsheet

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

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