ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 116-00 115-31 -0-01 0.0% 113-18
High 116-00 115-31 -0-01 0.0% 116-08
Low 116-00 115-31 -0-01 0.0% 113-18
Close 116-01 115-31 -0-02 -0.1% 116-12
Range
ATR 0-16 0-15 -0-01 -6.3% 0-00
Volume 10 25 15 150.0% 59
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 115-31 115-31 115-31
R3 115-31 115-31 115-31
R2 115-31 115-31 115-31
R1 115-31 115-31 115-31 115-31
PP 115-31 115-31 115-31 115-31
S1 115-31 115-31 115-31 115-31
S2 115-31 115-31 115-31
S3 115-31 115-31 115-31
S4 115-31 115-31 115-31
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 123-15 122-19 117-27
R3 120-25 119-29 117-04
R2 118-03 118-03 116-28
R1 117-07 117-07 116-20 117-21
PP 115-13 115-13 115-13 115-20
S1 114-17 114-17 116-04 114-31
S2 112-23 112-23 115-28
S3 110-01 111-27 115-20
S4 107-11 109-05 114-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-08 114-27 1-13 1.2% 0-07 0.2% 80% False False 15
10 116-08 113-18 2-22 2.3% 0-08 0.2% 90% False False 10
20 116-20 113-18 3-02 2.6% 0-06 0.2% 79% False False 20
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Fibonacci Retracements and Extensions
4.250 115-31
2.618 115-31
1.618 115-31
1.000 115-31
0.618 115-31
HIGH 115-31
0.618 115-31
0.500 115-31
0.382 115-31
LOW 115-31
0.618 115-31
1.000 115-31
1.618 115-31
2.618 115-31
4.250 115-31
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 115-31 116-02
PP 115-31 116-01
S1 115-31 116-00

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

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