ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	116-25	117-19	0-26	0.7%	113-24
High	118-06	118-23	0-17	0.4%	118-06
Low	116-18	117-13	0-27	0.7%	113-19
Close	117-16	118-13	0-29	0.8%	117-16
Range	1-20	1-10	-0-10	-19.2%	4-19
ATR	1-21	1-20	-0-01	-1.5%	0-00
Volume	5,290	3,497	-1,793	-33.9%	12,212

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-04	121-18	119-04
R3	120-26	120-08	118-25
R2	119-16	119-16	118-21
R1	118-30	118-30	118-17	119-07
PP	118-06	118-06	118-06	118-10
S1	117-20	117-20	118-09	117-29
S2	116-28	116-28	118-05
S3	115-18	116-10	118-01
S4	114-08	115-00	117-22

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	118-23	114-22	4-01	3.4%	1-24	1.5%	92%	True	False	3,023
10	118-23	113-16	5-07	4.4%	1-22	1.4%	94%	True	False	1,989
20	118-23	113-16	5-07	4.4%	1-21	1.4%	94%	True	False	1,177
40	120-01	113-16	6-17	5.5%	1-15	1.3%	75%	False	False	639

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-10
2.618	122-05
1.618	120-27
1.000	120-01
0.618	119-17
HIGH	118-23
0.618	118-07
0.500	118-02
0.382	117-29
LOW	117-13
0.618	116-19
1.000	116-03
1.618	115-09
2.618	113-31
4.250	111-26

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	118-09	117-27
PP	118-06	117-09
S1	118-02	116-22

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

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