ECBOT 30 Year Treasury Bond Future December 2010

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	122-17	123-03	0-18	0.5%	121-08
High	122-28	123-03	0-07	0.2%	122-27
Low	122-17	122-01	-0-16	-0.4%	120-04
Close	123-01	121-06	-1-27	-1.5%	123-00
Range	0-11	1-02	0-23	209.1%	2-23
ATR	0-30	0-30	0-00	1.0%	0-00
Volume	118	270	152	128.8%	27

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-09	124-10	121-25
R3	124-07	123-08	121-15
R2	123-05	123-05	121-12
R1	122-06	122-06	121-09	122-04
PP	122-03	122-03	122-03	122-03
S1	121-04	121-04	121-03	121-02
S2	121-01	121-01	121-00
S3	119-31	120-02	120-29
S4	118-29	119-00	120-19

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-05	129-09	124-16
R3	127-14	126-18	123-24
R2	124-23	124-23	123-16
R1	123-27	123-27	123-08	124-09
PP	122-00	122-00	122-00	122-06
S1	121-04	121-04	122-24	121-18
S2	119-09	119-09	122-16
S3	116-18	118-13	122-08
S4	113-27	115-22	121-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-15	120-31	2-16	2.1%	0-25	0.6%	9%	False	False	85
10	123-15	120-04	3-11	2.8%	0-16	0.4%	32%	False	False	45
20	124-11	118-16	5-27	4.8%	0-15	0.4%	46%	False	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	127-20
2.618	125-28
1.618	124-26
1.000	124-05
0.618	123-24
HIGH	123-03
0.618	122-22
0.500	122-18
0.382	122-14
LOW	122-01
0.618	121-12
1.000	120-31
1.618	120-10
2.618	119-08
4.250	117-16

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	122-18	122-24
PP	122-03	122-07
S1	121-21	121-23

Download as Excel Spreadsheet

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

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