ECBOT 30 Year Treasury Bond Future June 2010

Trading Metrics calculated at close of trading on 29-Jan-2010

Day Change Summary
	Previous	Current
	28-Jan-2010	29-Jan-2010	Change	Change %	Previous Week
Open	116-20	117-03	0-15	0.4%	117-01
High	116-24	117-19	0-27	0.7%	117-20
Low	116-09	116-11	0-02	0.1%	116-09
Close	116-21	117-10	0-21	0.6%	117-10
Range	0-15	1-08	0-25	166.7%	1-11
ATR	0-27	0-28	0-01	3.5%	0-00
Volume	279	723	444	159.1%	3,152

Daily Pivots for day following 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-27	120-10	118-00
R3	119-19	119-02	117-21
R2	118-11	118-11	117-17
R1	117-26	117-26	117-14	118-02
PP	117-03	117-03	117-03	117-07
S1	116-18	116-18	117-06	116-26
S2	115-27	115-27	117-03
S3	114-19	115-10	116-31
S4	113-11	114-02	116-20

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-03	120-18	118-02
R3	119-24	119-07	117-22
R2	118-13	118-13	117-18
R1	117-28	117-28	117-14	118-04
PP	117-02	117-02	117-02	117-07
S1	116-17	116-17	117-06	116-26
S2	115-23	115-23	117-02
S3	114-12	115-06	116-30
S4	113-01	113-27	116-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-20	116-09	1-11	1.1%	0-24	0.6%	77%	False	False	630
10	117-20	115-09	2-11	2.0%	0-25	0.7%	87%	False	False	448
20	117-20	113-05	4-15	3.8%	0-27	0.7%	93%	False	False	279
40	120-13	113-05	7-08	6.2%	0-23	0.6%	57%	False	False	145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	122-29
2.618	120-28
1.618	119-20
1.000	118-27
0.618	118-12
HIGH	117-19
0.618	117-04
0.500	116-31
0.382	116-26
LOW	116-11
0.618	115-18
1.000	115-03
1.618	114-10
2.618	113-02
4.250	111-01

Fisher Pivots for day following 29-Jan-2010
Pivot	1 day	3 day
R1	117-06	117-06
PP	117-03	117-02
S1	116-31	116-30

Download as Excel Spreadsheet

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

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