ECBOT 30 Year Treasury Bond Future March 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	118-20	120-02	1-14	1.2%	117-09
High	120-06	120-17	0-11	0.3%	118-22
Low	118-19	119-15	0-28	0.7%	116-16
Close	120-04	120-12	0-08	0.2%	118-21
Range	1-19	1-02	-0-17	-33.3%	2-06
ATR	1-07	1-06	0-00	-0.9%	0-00
Volume	6,740	12,434	5,694	84.5%	19,150

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	123-10	122-29	120-31
R3	122-08	121-27	120-21
R2	121-06	121-06	120-18
R1	120-25	120-25	120-15	121-00
PP	120-04	120-04	120-04	120-07
S1	119-23	119-23	120-09	119-30
S2	119-02	119-02	120-06
S3	118-00	118-21	120-03
S4	116-30	117-19	119-25

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	124-16	123-25	119-28
R3	122-10	121-19	119-08
R2	120-04	120-04	119-02
R1	119-13	119-13	118-27	119-24
PP	117-30	117-30	117-30	118-04
S1	117-07	117-07	118-15	117-18
S2	115-24	115-24	118-08
S3	113-18	115-01	118-02
S4	111-12	112-27	117-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-17	116-16	4-01	3.3%	1-11	1.1%	96%	True	False	5,517
10	120-17	116-16	4-01	3.3%	1-06	1.0%	96%	True	False	4,378
20	120-17	116-16	4-01	3.3%	1-05	1.0%	96%	True	False	2,774
40	123-03	116-16	6-19	5.5%	1-04	0.9%	59%	False	False	1,490

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	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-02
2.618	123-10
1.618	122-08
1.000	121-19
0.618	121-06
HIGH	120-17
0.618	120-04
0.500	120-00
0.382	119-28
LOW	119-15
0.618	118-26
1.000	118-13
1.618	117-24
2.618	116-22
4.250	114-30

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	120-08	120-00
PP	120-04	119-20
S1	120-00	119-08

Download as Excel Spreadsheet

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

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