ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	117-16	118-05	0-21	0.6%	119-25
High	118-19	118-19	0-00	0.0%	119-25
Low	117-13	116-16	-0-29	-0.8%	116-26
Close	118-19	118-03	-0-16	-0.4%	117-19
Range	1-06	2-03	0-29	76.3%	2-31
ATR	1-05	1-07	0-02	5.9%	0-00
Volume	3,630	563	-3,067	-84.5%	7,374

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-00	123-05	119-08
R3	121-29	121-02	118-21
R2	119-26	119-26	118-15
R1	118-31	118-31	118-09	118-11
PP	117-23	117-23	117-23	117-14
S1	116-28	116-28	117-29	116-08
S2	115-20	115-20	117-23
S3	113-17	114-25	117-17
S4	111-14	112-22	116-30

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-31	125-08	119-07
R3	124-00	122-09	118-13
R2	121-01	121-01	118-04
R1	119-10	119-10	117-28	118-22
PP	118-02	118-02	118-02	117-24
S1	116-11	116-11	117-10	115-23
S2	115-03	115-03	117-02
S3	112-04	113-12	116-25
S4	109-05	110-13	115-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-19	116-16	2-03	1.8%	1-10	1.1%	76%	True	True	3,516
10	119-25	116-16	3-09	2.8%	1-07	1.0%	49%	False	True	2,300
20	120-14	116-16	3-30	3.3%	1-05	1.0%	40%	False	True	1,623
40	123-03	116-16	6-19	5.6%	1-04	1.0%	24%	False	True	905

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	0-06
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	127-16
2.618	124-02
1.618	121-31
1.000	120-22
0.618	119-28
HIGH	118-19
0.618	117-25
0.500	117-18
0.382	117-10
LOW	116-16
0.618	115-07
1.000	114-13
1.618	113-04
2.618	111-01
4.250	107-19

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	117-29	117-29
PP	117-23	117-23
S1	117-18	117-18

Download as Excel Spreadsheet

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

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