ECBOT 30 Year Treasury Bond Future December 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	121-08	122-02	0-26	0.7%	122-22
High	121-08	122-02	0-26	0.7%	124-11
Low	121-08	120-31	-0-09	-0.2%	121-10
Close	121-14	120-31	-0-15	-0.4%	121-10
Range	0-00	1-03	1-03		3-01
ATR	0-29	0-29	0-00	1.6%	0-00
Volume	5	1	-4	-80.0%	44

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-20	123-28	121-18
R3	123-17	122-25	121-09
R2	122-14	122-14	121-05
R1	121-22	121-22	121-02	121-16
PP	121-11	121-11	121-11	121-08
S1	120-19	120-19	120-28	120-14
S2	120-08	120-08	120-25
S3	119-05	119-16	120-21
S4	118-02	118-13	120-12

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-13	129-13	122-31
R3	128-12	126-12	122-05
R2	125-11	125-11	121-28
R1	123-11	123-11	121-19	122-26
PP	122-10	122-10	122-10	122-02
S1	120-10	120-10	121-01	119-26
S2	119-09	119-09	120-24
S3	116-08	117-09	120-15
S4	113-07	114-08	119-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-00	120-31	2-01	1.7%	0-10	0.3%	0%	False	True	9
10	124-11	120-31	3-12	2.8%	0-09	0.2%	0%	False	True	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	126-23
2.618	124-30
1.618	123-27
1.000	123-05
0.618	122-24
HIGH	122-02
0.618	121-21
0.500	121-16
0.382	121-12
LOW	120-31
0.618	120-09
1.000	119-28
1.618	119-06
2.618	118-03
4.250	116-10

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	121-16	121-16
PP	121-11	121-11
S1	121-05	121-05

Download as Excel Spreadsheet

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

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