ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 08-Apr-2010

Day Change Summary
	Previous	Current
	07-Apr-2010	08-Apr-2010	Change	Change %	Previous Week
Open	113-14	114-14	1-00	0.9%	114-00
High	114-20	114-22	0-02	0.1%	115-02
Low	113-09	114-08	0-31	0.9%	113-26
Close	114-16	114-07	-0-09	-0.2%	113-22
Range	1-11	0-14	-0-29	-67.4%	1-08
ATR	0-21	0-21	-0-01	-2.4%	0-00
Volume	45	167	122	271.1%	198

Daily Pivots for day following 08-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-22	115-13	114-15
R3	115-08	114-31	114-11
R2	114-26	114-26	114-10
R1	114-17	114-17	114-08	114-14
PP	114-12	114-12	114-12	114-11
S1	114-03	114-03	114-06	114-00
S2	113-30	113-30	114-04
S3	113-16	113-21	114-03
S4	113-02	113-07	113-31

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	114-22	113-06	1-16	1.3%	0-24	0.7%	69%	True	False	85
10	115-02	113-06	1-28	1.6%	0-20	0.6%	55%	False	False	55
20	117-00	113-06	3-26	3.3%	0-17	0.5%	27%	False	False	39
40	117-00	113-06	3-26	3.3%	0-12	0.3%	27%	False	False	32

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	116-18
2.618	115-27
1.618	115-13
1.000	115-04
0.618	114-31
HIGH	114-22
0.618	114-17
0.500	114-15
0.382	114-13
LOW	114-08
0.618	113-31
1.000	113-26
1.618	113-17
2.618	113-03
4.250	112-12

Fisher Pivots for day following 08-Apr-2010
Pivot	1 day	3 day
R1	114-15	114-04
PP	114-12	114-01
S1	114-10	113-30

Download as Excel Spreadsheet

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

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