ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	114-09	114-18	0-09	0.2%	113-23
High	114-14	115-05	0-23	0.6%	114-22
Low	113-31	114-18	0-19	0.5%	113-06
Close	114-15	115-03	0-20	0.5%	114-15
Range	0-15	0-19	0-04	26.7%	1-16
ATR	0-20	0-20	0-00	0.6%	0-00
Volume	47	7	-40	-85.1%	387

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-23	116-16	115-13
R3	116-04	115-29	115-08
R2	115-17	115-17	115-06
R1	115-10	115-10	115-05	115-14
PP	114-30	114-30	114-30	115-00
S1	114-23	114-23	115-01	114-26
S2	114-11	114-11	115-00
S3	113-24	114-04	114-30
S4	113-05	113-17	114-25

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-20	118-01	115-09
R3	117-04	116-17	114-28
R2	115-20	115-20	114-24
R1	115-01	115-01	114-19	115-10
PP	114-04	114-04	114-04	114-08
S1	113-17	113-17	114-11	113-26
S2	112-20	112-20	114-06
S3	111-04	112-01	114-02
S4	109-20	110-17	113-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-05	113-07	1-30	1.7%	0-21	0.6%	97%	True	False	76
10	115-05	113-06	1-31	1.7%	0-22	0.6%	97%	True	False	58
20	117-00	113-06	3-26	3.3%	0-17	0.5%	50%	False	False	39
40	117-00	113-06	3-26	3.3%	0-12	0.3%	50%	False	False	30
60	117-00	113-06	3-26	3.3%	0-09	0.2%	50%	False	False	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-04
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-22
2.618	116-23
1.618	116-04
1.000	115-24
0.618	115-17
HIGH	115-05
0.618	114-30
0.500	114-28
0.382	114-25
LOW	114-18
0.618	114-06
1.000	113-31
1.618	113-19
2.618	113-00
4.250	112-01

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	115-00	114-29
PP	114-30	114-24
S1	114-28	114-18

Download as Excel Spreadsheet

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

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