ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	116-01	114-25	-1-08	-1.1%	115-12
High	116-01	114-25	-1-08	-1.1%	116-20
Low	116-01	114-25	-1-08	-1.1%	114-19
Close	115-17	114-25	-0-24	-0.6%	116-23
Range
ATR	0-16	0-17	0-01	3.3%	0-00
Volume	10	2	-8	-80.0%	10

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	114-25	114-25	114-25
R3	114-25	114-25	114-25
R2	114-25	114-25	114-25
R1	114-25	114-25	114-25	114-25
PP	114-25	114-25	114-25	114-25
S1	114-25	114-25	114-25	114-25
S2	114-25	114-25	114-25
S3	114-25	114-25	114-25
S4	114-25	114-25	114-25

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-02	121-14	117-27
R3	120-01	119-13	117-09
R2	118-00	118-00	117-03
R1	117-12	117-12	116-29	117-22
PP	115-31	115-31	115-31	116-04
S1	115-11	115-11	116-17	115-21
S2	113-30	113-30	116-11
S3	111-29	113-10	116-05
S4	109-28	111-09	115-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-20	114-25	1-27	1.6%	0-07	0.2%	0%	False	True	5
10	116-20	114-19	2-01	1.8%	0-03	0.1%	9%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0-00

Fibonacci Retracements and Extensions
4.250	114-25
2.618	114-25
1.618	114-25
1.000	114-25
0.618	114-25
HIGH	114-25
0.618	114-25
0.500	114-25
0.382	114-25
LOW	114-25
0.618	114-25
1.000	114-25
1.618	114-25
2.618	114-25
4.250	114-25

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	114-25	115-15
PP	114-25	115-08
S1	114-25	115-00

Download as Excel Spreadsheet

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

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