ECBOT 30 Year Treasury Bond Future March 2010

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

Day Change Summary
	Previous	Current
	08-Oct-2009	09-Oct-2009	Change	Change %	Previous Week
Open	122-06	120-30	-1-08	-1.0%	122-00
High	122-21	121-14	-1-07	-1.0%	122-21
Low	121-01	119-01	-2-00	-1.7%	119-01
Close	121-05	119-11	-1-26	-1.5%	119-11
Range	1-20	2-13	0-25	48.1%	3-20
ATR	1-01	1-05	0-03	9.3%	0-00
Volume	48	223	175	364.6%	974

Daily Pivots for day following 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	127-05	125-21	120-21
R3	124-24	123-08	120-00
R2	122-11	122-11	119-25
R1	120-27	120-27	119-18	120-12
PP	119-30	119-30	119-30	119-23
S1	118-14	118-14	119-04	118-00
S2	117-17	117-17	118-29
S3	115-04	116-01	118-22
S4	112-23	113-20	118-01

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	131-07	128-29	121-11
R3	127-19	125-09	120-11
R2	123-31	123-31	120-00
R1	121-21	121-21	119-22	121-00
PP	120-11	120-11	120-11	120-00
S1	118-01	118-01	119-00	117-12
S2	116-23	116-23	118-22
S3	113-03	114-13	118-11
S4	109-15	110-25	117-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-21	119-01	3-20	3.0%	1-09	1.1%	9%	False	True	194
10	123-03	119-01	4-02	3.4%	1-07	1.0%	8%	False	True	151
20	123-03	117-22	5-13	4.5%	1-03	0.9%	31%	False	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	131-21
2.618	127-24
1.618	125-11
1.000	123-27
0.618	122-30
HIGH	121-14
0.618	120-17
0.500	120-08
0.382	119-30
LOW	119-01
0.618	117-17
1.000	116-20
1.618	115-04
2.618	112-23
4.250	108-26

Fisher Pivots for day following 09-Oct-2009
Pivot	1 day	3 day
R1	120-08	120-27
PP	119-30	120-11
S1	119-20	119-27

Download as Excel Spreadsheet

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

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