ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 27-Apr-2010

Day Change Summary
	Previous	Current
	26-Apr-2010	27-Apr-2010	Change	Change %	Previous Week
Open	116-08	115-26	-0-14	-0.4%	115-28
High	116-09	117-19	1-10	1.1%	116-27
Low	115-25	115-26	0-01	0.0%	115-10
Close	115-26	117-13	1-19	1.4%	115-26
Range	0-16	1-25	1-09	256.3%	1-17
ATR	0-21	0-23	0-03	12.6%	0-00
Volume	44	603	559	1,270.5%	2,032

Daily Pivots for day following 27-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-09	121-20	118-12
R3	120-16	119-27	117-29
R2	118-23	118-23	117-23
R1	118-02	118-02	117-18	118-12
PP	116-30	116-30	116-30	117-03
S1	116-09	116-09	117-08	116-20
S2	115-05	115-05	117-03
S3	113-12	114-16	116-29
S4	111-19	112-23	116-14

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-19	119-23	116-21
R3	119-02	118-06	116-07
R2	117-17	117-17	116-03
R1	116-21	116-21	115-30	116-10
PP	116-00	116-00	116-00	115-26
S1	115-04	115-04	115-22	114-26
S2	114-15	114-15	115-17
S3	112-30	113-19	115-13
S4	111-13	112-02	114-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-19	115-19	2-00	1.7%	0-29	0.8%	91%	True	False	347
10	117-19	114-15	3-04	2.7%	0-24	0.6%	94%	True	False	356
20	117-19	113-06	4-13	3.8%	0-23	0.6%	96%	True	False	209
40	117-19	113-06	4-13	3.8%	0-16	0.4%	96%	True	False	115
60	117-19	113-06	4-13	3.8%	0-13	0.3%	96%	True	False	83

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	0-04
Widest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	125-05
2.618	122-08
1.618	120-15
1.000	119-12
0.618	118-22
HIGH	117-19
0.618	116-29
0.500	116-22
0.382	116-16
LOW	115-26
0.618	114-23
1.000	114-01
1.618	112-30
2.618	111-05
4.250	108-08

Fisher Pivots for day following 27-Apr-2010
Pivot	1 day	3 day
R1	117-06	117-05
PP	116-30	116-29
S1	116-22	116-22

Download as Excel Spreadsheet

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

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