ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 14-Jun-2010

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	122-20	123-27	1-07	1.0%	124-13
High	124-07	123-30	-0-09	-0.2%	125-00
Low	122-19	122-22	0-03	0.1%	122-17
Close	124-07	123-09	-0-30	-0.8%	124-07
Range	1-20	1-08	-0-12	-23.1%	2-15
ATR	1-15	1-15	0-00	0.3%	0-00
Volume	309,828	252,065	-57,763	-18.6%	1,419,859

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-02	126-13	123-31
R3	125-26	125-05	123-20
R2	124-18	124-18	123-16
R1	123-29	123-29	123-13	123-20
PP	123-10	123-10	123-10	123-05
S1	122-21	122-21	123-05	122-12
S2	122-02	122-02	123-02
S3	120-26	121-13	122-30
S4	119-18	120-05	122-19

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-10	130-08	125-18
R3	128-27	127-25	124-29
R2	126-12	126-12	124-21
R1	125-10	125-10	124-14	124-20
PP	123-29	123-29	123-29	123-18
S1	122-27	122-27	124-00	122-04
S2	121-14	121-14	123-25
S3	118-31	120-12	123-17
S4	116-16	117-29	122-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-31	122-17	2-14	2.0%	1-10	1.1%	31%	False	False	263,823
10	125-00	121-06	3-26	3.1%	1-15	1.2%	55%	False	False	276,320
20	126-05	120-19	5-18	4.5%	1-16	1.2%	48%	False	False	210,758
40	126-05	115-10	10-27	8.8%	1-14	1.2%	73%	False	False	107,017
60	126-05	113-06	12-31	10.5%	1-06	1.0%	78%	False	False	71,375
80	126-05	113-06	12-31	10.5%	0-30	0.8%	78%	False	False	53,535
100	126-05	113-06	12-31	10.5%	0-25	0.6%	78%	False	False	42,831

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-08
2.618	127-07
1.618	125-31
1.000	125-06
0.618	124-23
HIGH	123-30
0.618	123-15
0.500	123-10
0.382	123-05
LOW	122-22
0.618	121-29
1.000	121-14
1.618	120-21
2.618	119-13
4.250	117-12

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	123-10	123-17
PP	123-10	123-14
S1	123-09	123-12

Download as Excel Spreadsheet

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

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