ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	115-13	115-11	-0-02	-0.1%	116-04
High	115-23	115-11	-0-12	-0.3%	116-27
Low	115-00	115-11	0-11	0.3%	115-13
Close	115-01	115-11	0-10	0.3%	115-13
Range	0-23	0-00	-0-23	-100.0%	1-14
ATR	0-17	0-16	0-00	-2.9%	0-00
Volume	28	55	27	96.4%	73

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-11	115-11	115-11
R3	115-11	115-11	115-11
R2	115-11	115-11	115-11
R1	115-11	115-11	115-11	115-11
PP	115-11	115-11	115-11	115-11
S1	115-11	115-11	115-11	115-11
S2	115-11	115-11	115-11
S3	115-11	115-11	115-11
S4	115-11	115-11	115-11

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-06	119-08	116-06
R3	118-24	117-26	115-26
R2	117-10	117-10	115-21
R1	116-12	116-12	115-17	116-04
PP	115-28	115-28	115-28	115-24
S1	114-30	114-30	115-09	114-22
S2	114-14	114-14	115-05
S3	113-00	113-16	115-00
S4	111-18	112-02	114-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-23	115-00	0-23	0.6%	0-07	0.2%	48%	False	False	22
10	116-27	115-00	1-27	1.6%	0-05	0.1%	19%	False	False	21
20	116-27	113-18	3-09	2.8%	0-06	0.2%	54%	False	False	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-11
2.618	115-11
1.618	115-11
1.000	115-11
0.618	115-11
HIGH	115-11
0.618	115-11
0.500	115-11
0.382	115-11
LOW	115-11
0.618	115-11
1.000	115-11
1.618	115-11
2.618	115-11
4.250	115-11

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	115-11	115-12
PP	115-11	115-11
S1	115-11	115-11

Download as Excel Spreadsheet

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

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