ECBOT 30 Year Treasury Bond Future June 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	114-16	113-16	-1-00	-0.9%	115-18
High	114-16	113-22	-0-26	-0.7%	115-23
Low	114-16	113-15	-1-01	-0.9%	114-14
Close	113-25	113-17	-0-08	-0.2%	113-25
Range	0-00	0-07	0-07		1-09
ATR	0-25	0-24	-0-01	-4.3%	0-00
Volume	0	22	22		24

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-07	114-03	113-21
R3	114-00	113-28	113-19
R2	113-25	113-25	113-18
R1	113-21	113-21	113-18	113-23
PP	113-18	113-18	113-18	113-19
S1	113-14	113-14	113-16	113-16
S2	113-11	113-11	113-16
S3	113-04	113-07	113-15
S4	112-29	113-00	113-13

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	118-16	117-13	114-16
R3	117-07	116-04	114-04
R2	115-30	115-30	114-01
R1	114-27	114-27	113-29	114-24
PP	114-21	114-21	114-21	114-19
S1	113-18	113-18	113-21	113-15
S2	113-12	113-12	113-17
S3	112-03	112-09	113-14
S4	110-26	111-00	113-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-23	113-15	2-08	2.0%	0-07	0.2%	3%	False	True	9
10	117-20	113-15	4-05	3.7%	0-16	0.4%	2%	False	True	11
20	121-04	113-15	7-21	6.7%	0-18	0.5%	1%	False	True	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-20
2.618	114-08
1.618	114-01
1.000	113-29
0.618	113-26
HIGH	113-22
0.618	113-19
0.500	113-18
0.382	113-18
LOW	113-15
0.618	113-11
1.000	113-08
1.618	113-04
2.618	112-29
4.250	112-17

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	113-18	114-06
PP	113-18	113-31
S1	113-18	113-24

Download as Excel Spreadsheet

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

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