ECBOT 30 Year Treasury Bond Future December 2010

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	121-16	122-18	1-02	0.9%	122-28
High	122-00	123-05	1-05	0.9%	123-15
Low	121-16	122-18	1-02	0.9%	122-01
Close	121-24	123-01	1-09	1.1%	122-27
Range	0-16	0-19	0-03	18.8%	1-14
ATR	0-31	1-00	0-01	3.2%	0-00
Volume	164	4	-160	-97.6%	456

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-22	124-15	123-11
R3	124-03	123-28	123-06
R2	123-16	123-16	123-04
R1	123-09	123-09	123-03	123-12
PP	122-29	122-29	122-29	122-31
S1	122-22	122-22	122-31	122-26
S2	122-10	122-10	122-30
S3	121-23	122-03	122-28
S4	121-04	121-16	122-23

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-03	126-13	123-20
R3	125-21	124-31	123-08
R2	124-07	124-07	123-03
R1	123-17	123-17	122-31	123-05
PP	122-25	122-25	122-25	122-19
S1	122-03	122-03	122-23	121-23
S2	121-11	121-11	122-19
S3	119-29	120-21	122-14
S4	118-15	119-07	122-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-05	121-16	1-21	1.3%	0-17	0.4%	92%	True	False	47
10	123-15	120-31	2-16	2.0%	0-21	0.5%	83%	False	False	66
20	124-11	120-04	4-07	3.4%	0-15	0.4%	69%	False	False	36

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-22
2.618	124-23
1.618	124-04
1.000	123-24
0.618	123-17
HIGH	123-05
0.618	122-30
0.500	122-28
0.382	122-25
LOW	122-18
0.618	122-06
1.000	121-31
1.618	121-19
2.618	121-00
4.250	120-01

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	122-31	122-26
PP	122-29	122-18
S1	122-28	122-10

Download as Excel Spreadsheet

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

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