ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 06-Oct-2009

Day Change Summary
	Previous	Current
	05-Oct-2009	06-Oct-2009	Change	Change %	Previous Week
Open	122-00	121-14	-0-18	-0.5%	120-18
High	122-12	121-28	-0-16	-0.4%	123-03
Low	121-22	121-05	-0-17	-0.4%	120-02
Close	121-23	121-14	-0-09	-0.2%	121-22
Range	0-22	0-23	0-01	4.5%	3-01
ATR	1-01	1-00	-0-01	-2.1%	0-00
Volume	219	439	220	100.5%	536

Daily Pivots for day following 06-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-21	123-08	121-27
R3	122-30	122-17	121-20
R2	122-07	122-07	121-18
R1	121-26	121-26	121-16	121-26
PP	121-16	121-16	121-16	121-15
S1	121-03	121-03	121-12	121-02
S2	120-25	120-25	121-10
S3	120-02	120-12	121-08
S4	119-11	119-21	121-01

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	120-15	2-20	2.2%	1-02	0.9%	37%	False	False	219
10	123-03	117-26	5-09	4.3%	1-00	0.8%	69%	False	False	129
20	123-03	117-01	6-02	5.0%	1-01	0.9%	73%	False	False	68

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	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-30
2.618	123-24
1.618	123-01
1.000	122-19
0.618	122-10
HIGH	121-28
0.618	121-19
0.500	121-16
0.382	121-14
LOW	121-05
0.618	120-23
1.000	120-14
1.618	120-00
2.618	119-09
4.250	118-03

Fisher Pivots for day following 06-Oct-2009
Pivot	1 day	3 day
R1	121-16	122-04
PP	121-16	121-29
S1	121-15	121-21

Download as Excel Spreadsheet

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

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