ECBOT 30 Year Treasury Bond Future June 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	117-01	116-23	-0-10	-0.3%	116-10
High	117-03	117-20	0-17	0.5%	117-16
Low	116-21	116-23	0-02	0.1%	115-09
Close	116-26	116-25	-0-01	0.0%	117-11
Range	0-14	0-29	0-15	107.1%	2-07
ATR	0-28	0-28	0-00	0.3%	0-00
Volume	994	1,021	27	2.7%	1,060

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-24	119-06	117-09
R3	118-27	118-09	117-01
R2	117-30	117-30	116-30
R1	117-12	117-12	116-28	117-21
PP	117-01	117-01	117-01	117-06
S1	116-15	116-15	116-22	116-24
S2	116-04	116-04	116-20
S3	115-07	115-18	116-17
S4	114-10	114-21	116-09

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	117-20	116-00	1-20	1.4%	0-22	0.6%	48%	True	False	563
10	117-20	113-31	3-21	3.1%	0-29	0.8%	77%	True	False	385
20	117-20	113-05	4-15	3.8%	0-25	0.7%	81%	True	False	226
40	121-04	113-05	7-31	6.8%	0-21	0.6%	45%	False	False	117

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 3 trading days

Fibonacci Retracements and Extensions
4.250	121-15
2.618	120-00
1.618	119-03
1.000	118-17
0.618	118-06
HIGH	117-20
0.618	117-09
0.500	117-06
0.382	117-02
LOW	116-23
0.618	116-05
1.000	115-26
1.618	115-08
2.618	114-11
4.250	112-28

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	117-06	117-04
PP	117-01	117-01
S1	116-29	116-29

Download as Excel Spreadsheet

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

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