ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 22-Apr-2010

Day Change Summary
	Previous	Current
	21-Apr-2010	22-Apr-2010	Change	Change %	Previous Week
Open	115-22	116-14	0-24	0.6%	114-18
High	116-17	116-27	0-10	0.3%	115-27
Low	115-19	116-05	0-18	0.5%	114-15
Close	116-18	116-07	-0-11	-0.3%	115-25
Range	0-30	0-22	-0-08	-26.7%	1-12
ATR	0-21	0-21	0-00	0.3%	0-00
Volume	219	458	239	109.1%	931

Daily Pivots for day following 22-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-15	118-01	116-19
R3	117-25	117-11	116-13
R2	117-03	117-03	116-11
R1	116-21	116-21	116-09	116-17
PP	116-13	116-13	116-13	116-11
S1	115-31	115-31	116-05	115-27
S2	115-23	115-23	116-03
S3	115-01	115-09	116-01
S4	114-11	114-19	115-27

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-16	119-00	116-17
R3	118-04	117-20	116-05
R2	116-24	116-24	116-01
R1	116-08	116-08	115-29	116-16
PP	115-12	115-12	115-12	115-16
S1	114-28	114-28	115-21	115-04
S2	114-00	114-00	115-17
S3	112-20	113-16	115-13
S4	111-08	112-04	115-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-27	115-05	1-22	1.5%	0-21	0.6%	63%	True	False	388
10	116-27	113-31	2-28	2.5%	0-20	0.5%	78%	True	False	259
20	116-27	113-06	3-21	3.1%	0-20	0.5%	83%	True	False	157
40	117-00	113-06	3-26	3.3%	0-14	0.4%	80%	False	False	90
60	117-00	113-06	3-26	3.3%	0-12	0.3%	80%	False	False	65

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-24
2.618	118-21
1.618	117-31
1.000	117-17
0.618	117-09
HIGH	116-27
0.618	116-19
0.500	116-16
0.382	116-13
LOW	116-05
0.618	115-23
1.000	115-15
1.618	115-01
2.618	114-11
4.250	113-08

Fisher Pivots for day following 22-Apr-2010
Pivot	1 day	3 day
R1	116-16	116-06
PP	116-13	116-04
S1	116-10	116-02

Download as Excel Spreadsheet

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

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