ECBOT 30 Year Treasury Bond Future December 2009

Trading Metrics calculated at close of trading on 09-Nov-2009

Day Change Summary
	Previous	Current
	06-Nov-2009	09-Nov-2009	Change	Change %	Previous Week
Open	118-01	118-01	0-00	0.0%	120-01
High	119-00	118-03	-0-29	-0.8%	120-02
Low	117-02	118-00	0-30	0.8%	117-02
Close	118-01	118-02	0-00	0.0%	118-01
Range	1-30	0-03	-1-27	-95.6%	2-31
ATR	1-13	1-10	-0-03	-6.7%	0-00
Volume	242,407	370,000	127,593	52.6%	1,274,629

Daily Pivots for day following 09-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-10	118-08	118-03
R3	118-07	118-06	118-02
R2	118-04	118-04	118-02
R1	118-03	118-03	118-02	118-04
PP	118-02	118-02	118-02	118-02
S1	118-00	118-00	118-01	118-01
S2	117-31	117-31	118-01
S3	117-28	117-30	118-01
S4	117-25	117-27	118-00

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-10	125-21	119-22
R3	124-11	122-22	118-28
R2	121-12	121-12	118-19
R1	119-23	119-23	118-10	119-01
PP	118-12	118-12	118-12	118-02
S1	116-23	116-23	117-25	116-02
S2	115-13	115-13	117-16
S3	112-14	113-24	117-07
S4	109-14	110-25	116-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-02	117-02	2-31	2.5%	1-12	1.2%	33%	False	False	270,345
10	120-02	117-02	2-31	2.5%	1-12	1.2%	33%	False	False	262,600
20	121-00	117-02	3-30	3.3%	1-09	1.1%	25%	False	False	231,929
40	123-02	117-02	6-00	5.1%	1-09	1.1%	16%	False	False	224,638
60	123-02	116-30	6-04	5.2%	1-10	1.1%	18%	False	False	198,952
80	123-02	113-16	9-18	8.1%	1-13	1.2%	48%	False	False	149,466
100	123-02	113-16	9-18	8.1%	1-12	1.2%	48%	False	False	119,592

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	118-14
2.618	118-10
1.618	118-07
1.000	118-06
0.618	118-04
HIGH	118-03
0.618	118-02
0.500	118-01
0.382	118-01
LOW	118-00
0.618	117-30
1.000	117-29
1.618	117-28
2.618	117-25
4.250	117-21

Fisher Pivots for day following 09-Nov-2009
Pivot	1 day	3 day
R1	118-02	118-01
PP	118-02	118-01
S1	118-01	118-01

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

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