ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	117-00	116-23	-0-09	-0.2%	115-08
High	117-00	116-23	-0-09	-0.2%	117-00
Low	116-14	116-23	0-09	0.2%	115-08
Close	116-16	116-22	0-06	0.2%	116-22
Range	0-18	0-00	-0-18	-100.0%	1-24
ATR	0-15	0-15	-0-01	-3.9%	0-00
Volume	2	30	28	1,400.0%	63

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-23	116-22	116-22
R3	116-23	116-22	116-22
R2	116-23	116-23	116-22
R1	116-22	116-22	116-22	116-22
PP	116-23	116-23	116-23	116-23
S1	116-22	116-22	116-22	116-22
S2	116-23	116-23	116-22
S3	116-23	116-22	116-22
S4	116-23	116-22	116-22

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-18	120-28	117-21
R3	119-26	119-04	117-05
R2	118-02	118-02	117-00
R1	117-12	117-12	116-27	117-23
PP	116-10	116-10	116-10	116-16
S1	115-20	115-20	116-17	115-31
S2	114-18	114-18	116-12
S3	112-26	113-28	116-07
S4	111-02	112-04	115-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-00	115-08	1-24	1.5%	0-08	0.2%	82%	False	False	12
10	117-00	115-00	2-00	1.7%	0-08	0.2%	84%	False	False	22
20	117-00	113-18	3-14	2.9%	0-08	0.2%	91%	False	False	17
40	117-00	113-18	3-14	2.9%	0-05	0.1%	91%	False	False	16

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 2 trading days

Fibonacci Retracements and Extensions
4.250	116-23
2.618	116-23
1.618	116-23
1.000	116-23
0.618	116-23
HIGH	116-23
0.618	116-23
0.500	116-23
0.382	116-23
LOW	116-23
0.618	116-23
1.000	116-23
1.618	116-23
2.618	116-23
4.250	116-23

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	116-23	116-22
PP	116-23	116-21
S1	116-22	116-20

Download as Excel Spreadsheet

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

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