ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 02-Oct-2009

Day Change Summary
	Previous	Current
	01-Oct-2009	02-Oct-2009	Change	Change %	Previous Week
Open	121-00	122-05	1-05	1.0%	120-18
High	122-12	123-03	0-23	0.6%	123-03
Low	120-17	121-20	1-03	0.9%	120-02
Close	122-01	121-22	-0-11	-0.3%	121-22
Range	1-27	1-15	-0-12	-20.3%	3-01
ATR	1-01	1-02	0-01	3.2%	0-00
Volume	39	331	292	748.7%	536

Daily Pivots for day following 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-17	125-19	122-16
R3	125-02	124-04	122-03
R2	123-19	123-19	121-31
R1	122-21	122-21	121-26	122-12
PP	122-04	122-04	122-04	122-00
S1	121-06	121-06	121-18	120-30
S2	120-21	120-21	121-13
S3	119-06	119-23	121-09
S4	117-23	118-08	120-28

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-23	129-07	123-11
R3	127-22	126-06	122-17
R2	124-21	124-21	122-08
R1	123-05	123-05	121-31	123-29
PP	121-20	121-20	121-20	122-00
S1	120-04	120-04	121-13	120-28
S2	118-19	118-19	121-04
S3	115-18	117-03	120-27
S4	112-17	114-02	120-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-03	120-02	3-01	2.5%	1-04	0.9%	54%	True	False	107
10	123-03	117-26	5-09	4.3%	1-02	0.9%	73%	True	False	64
20	123-03	117-01	6-02	5.0%	1-00	0.8%	77%	True	False	36

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	0-09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-11
2.618	126-30
1.618	125-15
1.000	124-18
0.618	124-00
HIGH	123-03
0.618	122-17
0.500	122-12
0.382	122-06
LOW	121-20
0.618	120-23
1.000	120-05
1.618	119-08
2.618	117-25
4.250	115-12

Fisher Pivots for day following 02-Oct-2009
Pivot	1 day	3 day
R1	122-12	121-25
PP	122-04	121-24
S1	121-29	121-23

Download as Excel Spreadsheet

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

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