ECBOT 30 Year Treasury Bond Future June 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	114-14	114-16	0-02	0.1%	116-12
High	114-29	114-16	-0-13	-0.4%	117-20
Low	114-14	114-16	0-02	0.1%	115-24
Close	114-14	113-25	-0-21	-0.6%	116-24
Range	0-15	0-00	-0-15	-100.0%	1-28
ATR	0-27	0-25	-0-02	-6.6%	0-00
Volume	10	0	-10	-100.0%	67

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-08	114-01	113-25
R3	114-08	114-01	113-25
R2	114-08	114-08	113-25
R1	114-01	114-01	113-25	114-04
PP	114-08	114-08	114-08	114-10
S1	114-01	114-01	113-25	114-04
S2	114-08	114-08	113-25
S3	114-08	114-01	113-25
S4	114-08	114-01	113-25

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-11	121-13	117-25
R3	120-15	119-17	117-08
R2	118-19	118-19	117-03
R1	117-21	117-21	116-30	118-04
PP	116-23	116-23	116-23	116-30
S1	115-25	115-25	116-18	116-08
S2	114-27	114-27	116-13
S3	112-31	113-29	116-08
S4	111-03	112-01	115-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-20	114-14	3-06	2.8%	0-12	0.3%	-21%	False	False	8
10	117-20	114-14	3-06	2.8%	0-18	0.5%	-21%	False	False	9
20	121-04	114-14	6-22	5.9%	0-18	0.5%	-10%	False	False	7

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	114-16
2.618	114-16
1.618	114-16
1.000	114-16
0.618	114-16
HIGH	114-16
0.618	114-16
0.500	114-16
0.382	114-16
LOW	114-16
0.618	114-16
1.000	114-16
1.618	114-16
2.618	114-16
4.250	114-16

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	114-16	114-22
PP	114-08	114-12
S1	114-01	114-02

Download as Excel Spreadsheet

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

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