ECBOT 30 Year Treasury Bond Future September 2010

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	124-12	123-18	-0-26	-0.7%	123-27
High	124-23	123-25	-0-30	-0.8%	124-23
Low	123-27	122-21	-1-06	-1.0%	122-15
Close	123-30	123-20	-0-10	-0.3%	123-30
Range	0-28	1-04	0-08	28.6%	2-08
ATR	1-14	1-13	0-00	-0.7%	0-00
Volume	276,112	149,909	-126,203	-45.7%	1,196,774

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-23	126-10	124-08
R3	125-19	125-06	123-30
R2	124-15	124-15	123-27
R1	124-02	124-02	123-23	124-08
PP	123-11	123-11	123-11	123-15
S1	122-30	122-30	123-17	123-04
S2	122-07	122-07	123-13
S3	121-03	121-26	123-10
S4	119-31	120-22	123-00

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-15	129-14	125-06
R3	128-07	127-06	124-18
R2	125-31	125-31	124-11
R1	124-30	124-30	124-05	125-14
PP	123-23	123-23	123-23	123-31
S1	122-22	122-22	123-23	123-06
S2	121-15	121-15	123-17
S3	119-07	120-14	123-10
S4	116-31	118-06	122-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-23	122-15	2-08	1.8%	1-09	1.0%	51%	False	False	218,923
10	124-31	122-15	2-16	2.0%	1-10	1.0%	46%	False	False	241,373
20	126-05	121-06	4-31	4.0%	1-13	1.1%	49%	False	False	259,301
40	126-05	115-26	10-11	8.4%	1-16	1.2%	76%	False	False	134,334
60	126-05	113-06	12-31	10.5%	1-07	1.0%	80%	False	False	89,616
80	126-05	113-06	12-31	10.5%	1-00	0.8%	80%	False	False	67,217
100	126-05	113-06	12-31	10.5%	0-27	0.7%	80%	False	False	53,777

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-18
2.618	126-23
1.618	125-19
1.000	124-29
0.618	124-15
HIGH	123-25
0.618	123-11
0.500	123-07
0.382	123-03
LOW	122-21
0.618	121-31
1.000	121-17
1.618	120-27
2.618	119-23
4.250	117-28

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	123-16	123-22
PP	123-11	123-21
S1	123-07	123-21

Download as Excel Spreadsheet

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

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