ECBOT 30 Year Treasury Bond Future June 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	115-11	116-10	0-31	0.8%	113-18
High	116-07	116-10	0-03	0.1%	116-07
Low	115-11	115-09	-0-02	-0.1%	113-18
Close	115-28	115-21	-0-07	-0.2%	115-28
Range	0-28	1-01	0-05	17.9%	2-21
ATR	0-28	0-29	0-00	1.1%	0-00
Volume	269	257	-12	-4.5%	915

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-27	118-09	116-07
R3	117-26	117-08	115-30
R2	116-25	116-25	115-27
R1	116-07	116-07	115-24	116-00
PP	115-24	115-24	115-24	115-20
S1	115-06	115-06	115-18	114-30
S2	114-23	114-23	115-15
S3	113-22	114-05	115-12
S4	112-21	113-04	115-03

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-06	122-06	117-11
R3	120-17	119-17	116-19
R2	117-28	117-28	116-12
R1	116-28	116-28	116-04	117-12
PP	115-07	115-07	115-07	115-15
S1	114-07	114-07	115-20	114-23
S2	112-18	112-18	115-12
S3	109-29	111-18	115-05
S4	107-08	108-29	114-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-10	113-31	2-11	2.0%	1-04	1.0%	72%	True	False	207
10	116-10	113-11	2-31	2.6%	0-30	0.8%	78%	True	False	146
20	117-20	113-05	4-15	3.9%	0-22	0.6%	56%	False	False	88

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-22
2.618	119-00
1.618	117-31
1.000	117-11
0.618	116-30
HIGH	116-10
0.618	115-29
0.500	115-26
0.382	115-22
LOW	115-09
0.618	114-21
1.000	114-08
1.618	113-20
2.618	112-19
4.250	110-29

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	115-26	115-18
PP	115-24	115-14
S1	115-22	115-10

Download as Excel Spreadsheet

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

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