ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	119-03	119-00	-0-02	-0.1%	118-03
High	120-02	119-01	-1-01	-0.9%	120-01
Low	118-03	117-03	-1-00	-0.8%	117-02
Close	119-00	118-00	-1-00	-0.8%	120-00
Range	1-31	1-30	-0-01	-1.6%	2-30
ATR	1-12	1-13	0-01	3.0%	0-00
Volume	218,274	253,074	34,800	15.9%	1,196,835

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-27	122-27	119-02
R3	121-29	120-30	118-17
R2	119-31	119-31	118-12
R1	119-00	119-00	118-06	118-16
PP	118-01	118-01	118-01	117-26
S1	117-02	117-02	117-27	116-19
S2	116-04	116-04	117-21
S3	114-06	115-04	117-15
S4	112-08	113-06	116-30

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-28	126-29	121-20
R3	124-30	123-30	120-26
R2	122-00	122-00	120-18
R1	121-00	121-00	120-09	121-16
PP	119-01	119-01	119-01	119-09
S1	118-02	118-02	119-24	118-18
S2	116-03	116-03	119-15
S3	113-04	115-03	119-07
S4	110-06	112-05	118-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-02	117-03	2-31	2.5%	1-19	1.3%	31%	False	True	253,604
10	120-02	117-02	2-31	2.5%	1-15	1.3%	31%	False	False	242,309
20	123-01	117-02	5-30	5.0%	1-14	1.2%	16%	False	False	232,826
40	123-02	117-02	6-00	5.1%	1-11	1.1%	16%	False	False	218,868
60	123-02	114-22	8-12	7.1%	1-12	1.2%	40%	False	False	184,458
80	123-02	113-16	9-18	8.1%	1-14	1.2%	47%	False	False	138,465
100	123-02	112-15	10-20	9.0%	1-12	1.2%	52%	False	False	110,790

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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-07
2.618	124-02
1.618	122-05
1.000	120-30
0.618	120-07
HIGH	119-01
0.618	118-09
0.500	118-02
0.382	117-27
LOW	117-03
0.618	115-29
1.000	115-05
1.618	113-31
2.618	112-01
4.250	108-28

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	118-02	118-18
PP	118-01	118-12
S1	118-01	118-06

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

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