ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	119-04	119-15	0-11	0.3%	119-09
High	120-14	120-05	-0-09	-0.2%	120-14
Low	119-04	118-31	-0-05	-0.1%	118-01
Close	120-02	119-05	-0-29	-0.8%	118-30
Range	1-10	1-06	-0-04	-9.5%	2-13
ATR	1-04	1-04	0-00	0.4%	0-00
Volume	85	193	108	127.1%	2,284

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-00	122-08	119-26
R3	121-26	121-02	119-15
R2	120-20	120-20	119-12
R1	119-28	119-28	119-08	119-21
PP	119-14	119-14	119-14	119-10
S1	118-22	118-22	119-02	118-15
S2	118-08	118-08	118-30
S3	117-02	117-16	118-27
S4	115-28	116-10	118-16

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-11	125-02	120-08
R3	123-30	122-21	119-19
R2	121-17	121-17	119-12
R1	120-08	120-08	119-05	119-22
PP	119-04	119-04	119-04	118-28
S1	117-27	117-27	118-23	117-09
S2	116-23	116-23	118-16
S3	114-10	115-14	118-09
S4	111-29	113-01	117-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-14	118-01	2-13	2.0%	1-03	0.9%	47%	False	False	182
10	122-21	118-01	4-20	3.9%	1-07	1.0%	24%	False	False	300
20	123-03	118-01	5-02	4.2%	1-03	0.9%	22%	False	False	215

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	125-06
2.618	123-08
1.618	122-02
1.000	121-11
0.618	120-28
HIGH	120-05
0.618	119-22
0.500	119-18
0.382	119-14
LOW	118-31
0.618	118-08
1.000	117-25
1.618	117-02
2.618	115-28
4.250	113-30

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	119-18	119-15
PP	119-14	119-12
S1	119-09	119-08

Download as Excel Spreadsheet

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

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