ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 08-Oct-2009

Day Change Summary
	Previous	Current
	07-Oct-2009	08-Oct-2009	Change	Change %	Previous Week
Open	122-00	122-06	0-06	0.2%	120-18
High	122-10	122-21	0-11	0.3%	123-03
Low	121-10	121-01	-0-09	-0.2%	120-02
Close	122-10	121-05	-1-05	-0.9%	121-22
Range	1-00	1-20	0-20	62.5%	3-01
ATR	1-00	1-01	0-01	4.4%	0-00
Volume	45	48	3	6.7%	536

Daily Pivots for day following 08-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-16	125-14	122-02
R3	124-28	123-26	121-19
R2	123-08	123-08	121-15
R1	122-06	122-06	121-10	121-29
PP	121-20	121-20	121-20	121-15
S1	120-18	120-18	121-00	120-09
S2	120-00	120-00	120-27
S3	118-12	118-30	120-23
S4	116-24	117-10	120-08

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	121-01	2-02	1.7%	1-03	0.9%	6%	False	True	216
10	123-03	119-08	3-27	3.2%	1-02	0.9%	50%	False	False	132
20	123-03	117-22	5-13	4.5%	1-01	0.9%	64%	False	False	71

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	129-18
2.618	126-29
1.618	125-09
1.000	124-09
0.618	123-21
HIGH	122-21
0.618	122-01
0.500	121-27
0.382	121-21
LOW	121-01
0.618	120-01
1.000	119-13
1.618	118-13
2.618	116-25
4.250	114-04

Fisher Pivots for day following 08-Oct-2009
Pivot	1 day	3 day
R1	121-27	121-27
PP	121-20	121-20
S1	121-12	121-12

Download as Excel Spreadsheet

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

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