ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	114-00	115-00	1-00	0.9%	115-00
High	115-00	115-00	0-00	0.0%	115-17
Low	114-00	115-00	1-00	0.9%	113-18
Close	115-03	114-30	-0-05	-0.1%	114-00
Range	1-00	0-00	-1-00	-100.0%	1-31
ATR	0-18	0-17	-0-01	-5.9%	0-00
Volume	1	16	15	1,500.0%	140

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	114-31	114-31	114-30
R3	114-31	114-31	114-30
R2	114-31	114-31	114-30
R1	114-31	114-31	114-30	114-31
PP	114-31	114-31	114-31	115-00
S1	114-31	114-31	114-30	114-31
S2	114-31	114-31	114-30
S3	114-31	114-31	114-30
S4	114-31	114-31	114-30

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-09	119-03	115-03
R3	118-10	117-04	114-17
R2	116-11	116-11	114-12
R1	115-05	115-05	114-06	114-24
PP	114-12	114-12	114-12	114-05
S1	113-06	113-06	113-26	112-26
S2	112-13	112-13	113-20
S3	110-14	111-07	113-15
S4	108-15	109-08	112-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-00	113-18	1-14	1.3%	0-08	0.2%	96%	True	False	4
10	115-17	113-18	1-31	1.7%	0-06	0.2%	70%	False	False	29
20	116-20	113-18	3-02	2.7%	0-05	0.1%	45%	False	False	16

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-00
2.618	115-00
1.618	115-00
1.000	115-00
0.618	115-00
HIGH	115-00
0.618	115-00
0.500	115-00
0.382	115-00
LOW	115-00
0.618	115-00
1.000	115-00
1.618	115-00
2.618	115-00
4.250	115-00

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	115-00	114-23
PP	114-31	114-16
S1	114-31	114-09

Download as Excel Spreadsheet

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

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