ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 06-Apr-2010

Day Change Summary
	Previous	Current
	05-Apr-2010	06-Apr-2010	Change	Change %	Previous Week
Open	113-23	113-07	-0-16	-0.4%	114-00
High	113-29	113-22	-0-07	-0.2%	115-02
Low	113-06	113-07	0-01	0.0%	113-26
Close	113-06	113-07	0-01	0.0%	113-22
Range	0-23	0-15	-0-08	-34.8%	1-08
ATR	0-20	0-19	0-00	-1.3%	0-00
Volume	11	117	106	963.6%	198

Daily Pivots for day following 06-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	114-25	114-15	113-15
R3	114-10	114-00	113-11
R2	113-27	113-27	113-10
R1	113-17	113-17	113-08	113-14
PP	113-12	113-12	113-12	113-11
S1	113-02	113-02	113-06	113-00
S2	112-29	112-29	113-04
S3	112-14	112-19	113-03
S4	111-31	112-04	112-31

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-30	117-02	114-12
R3	116-22	115-26	114-01
R2	115-14	115-14	113-29
R1	114-18	114-18	113-26	114-12
PP	114-06	114-06	114-06	114-03
S1	113-10	113-10	113-18	113-04
S2	112-30	112-30	113-15
S3	111-22	112-02	113-11
S4	110-14	110-26	113-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-02	113-06	1-28	1.7%	0-22	0.6%	2%	False	False	62
10	116-00	113-06	2-26	2.5%	0-23	0.6%	1%	False	False	44
20	117-00	113-06	3-26	3.4%	0-15	0.4%	1%	False	False	33
40	117-00	113-06	3-26	3.4%	0-10	0.3%	1%	False	False	27

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	115-22
2.618	114-29
1.618	114-14
1.000	114-05
0.618	113-31
HIGH	113-22
0.618	113-16
0.500	113-14
0.382	113-13
LOW	113-07
0.618	112-30
1.000	112-24
1.618	112-15
2.618	112-00
4.250	111-07

Fisher Pivots for day following 06-Apr-2010
Pivot	1 day	3 day
R1	113-14	113-29
PP	113-12	113-22
S1	113-10	113-14

Download as Excel Spreadsheet

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

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