ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 07-Apr-2010

Day Change Summary
	Previous	Current
	06-Apr-2010	07-Apr-2010	Change	Change %	Previous Week
Open	113-07	113-14	0-07	0.2%	114-00
High	113-22	114-20	0-30	0.8%	115-02
Low	113-07	113-09	0-02	0.1%	113-26
Close	113-07	114-16	1-09	1.1%	113-22
Range	0-15	1-11	0-28	186.7%	1-08
ATR	0-19	0-21	0-02	9.5%	0-00
Volume	117	45	-72	-61.5%	198

Daily Pivots for day following 07-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-05	117-22	115-08
R3	116-26	116-11	114-28
R2	115-15	115-15	114-24
R1	115-00	115-00	114-20	115-08
PP	114-04	114-04	114-04	114-08
S1	113-21	113-21	114-12	113-28
S2	112-25	112-25	114-08
S3	111-14	112-10	114-04
S4	110-03	110-31	113-24

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	1.6%	0-27	0.7%	70%	False	False	67
10	115-02	113-06	1-28	1.6%	0-22	0.6%	70%	False	False	46
20	117-00	113-06	3-26	3.3%	0-16	0.4%	34%	False	False	34
40	117-00	113-06	3-26	3.3%	0-11	0.3%	34%	False	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	120-11
2.618	118-05
1.618	116-26
1.000	115-31
0.618	115-15
HIGH	114-20
0.618	114-04
0.500	113-30
0.382	113-25
LOW	113-09
0.618	112-14
1.000	111-30
1.618	111-03
2.618	109-24
4.250	107-18

Fisher Pivots for day following 07-Apr-2010
Pivot	1 day	3 day
R1	114-10	114-10
PP	114-04	114-03
S1	113-30	113-29

Download as Excel Spreadsheet

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

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