ECBOT 30 Year Treasury Bond Future June 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	116-08	117-04	0-28	0.8%	116-10
High	117-08	117-16	0-08	0.2%	117-16
Low	116-08	116-30	0-22	0.6%	115-09
Close	117-04	117-11	0-07	0.2%	117-11
Range	1-00	0-18	-0-14	-43.8%	2-07
ATR	0-29	0-28	-0-01	-2.7%	0-00
Volume	196	495	299	152.6%	1,060

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-30	118-23	117-21
R3	118-12	118-05	117-16
R2	117-26	117-26	117-14
R1	117-19	117-19	117-13	117-22
PP	117-08	117-08	117-08	117-10
S1	117-01	117-01	117-09	117-04
S2	116-22	116-22	117-08
S3	116-04	116-15	117-06
S4	115-18	115-29	117-01

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-12	122-18	118-18
R3	121-05	120-11	117-31
R2	118-30	118-30	117-24
R1	118-04	118-04	117-18	118-17
PP	116-23	116-23	116-23	116-29
S1	115-29	115-29	117-04	116-10
S2	114-16	114-16	116-30
S3	112-09	113-22	116-23
S4	110-02	111-15	116-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-16	115-09	2-07	1.9%	0-26	0.7%	93%	True	False	265
10	117-16	113-11	4-05	3.5%	0-29	0.8%	96%	True	False	210
20	117-16	113-05	4-11	3.7%	0-24	0.6%	96%	True	False	126
40	121-04	113-05	7-31	6.8%	0-20	0.5%	53%	False	False	69

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	119-28
2.618	118-31
1.618	118-13
1.000	118-02
0.618	117-27
HIGH	117-16
0.618	117-09
0.500	117-07
0.382	117-05
LOW	116-30
0.618	116-19
1.000	116-12
1.618	116-01
2.618	115-15
4.250	114-18

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	117-10	117-05
PP	117-08	116-30
S1	117-07	116-24

Download as Excel Spreadsheet

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

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