ECBOT 30 Year Treasury Bond Future June 2010

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

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	117-20	117-31	0-11	0.3%	121-04
High	117-29	118-18	0-21	0.6%	121-04
Low	117-08	117-31	0-23	0.6%	117-06
Close	117-20	118-05	0-17	0.5%	117-10
Range	0-21	0-19	-0-02	-9.5%	3-30
ATR
Volume	5	5	0	0.0%	51

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	120-00	119-22	118-15
R3	119-13	119-03	118-10
R2	118-26	118-26	118-08
R1	118-16	118-16	118-07	118-21
PP	118-07	118-07	118-07	118-10
S1	117-29	117-29	118-03	118-02
S2	117-20	117-20	118-02
S3	117-01	117-10	118-00
S4	116-14	116-23	117-27

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	130-11	127-25	119-15
R3	126-13	123-27	118-13
R2	122-15	122-15	118-01
R1	119-29	119-29	117-22	119-07
PP	118-17	118-17	118-17	118-06
S1	115-31	115-31	116-30	115-09
S2	114-19	114-19	116-19
S3	110-21	112-01	116-07
S4	106-23	108-03	115-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-13	117-06	3-07	2.7%	0-26	0.7%	30%	False	False	11
10	121-04	117-06	3-30	3.3%	0-14	0.4%	25%	False	False	16

Crabel Price Patterns
NR	True
NR4	True
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	0-02
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-03
2.618	120-04
1.618	119-17
1.000	119-05
0.618	118-30
HIGH	118-18
0.618	118-11
0.500	118-08
0.382	118-06
LOW	117-31
0.618	117-19
1.000	117-12
1.618	117-00
2.618	116-13
4.250	115-14

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	118-08	118-04
PP	118-07	118-02
S1	118-06	118-00

Download as Excel Spreadsheet

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

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