ECBOT 30 Year Treasury Bond Future December 2010

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

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	126-09	126-02	-0-07	-0.2%	124-16
High	127-00	126-24	-0-08	-0.2%	127-00
Low	126-06	125-22	-0-16	-0.4%	124-16
Close	126-19	125-24	-0-27	-0.7%	125-24
Range	0-26	1-02	0-08	30.8%	2-16
ATR	0-30	0-31	0-00	0.9%	0-00
Volume	210	495	285	135.7%	1,523

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	129-08	128-18	126-11
R3	128-06	127-16	126-01
R2	127-04	127-04	125-30
R1	126-14	126-14	125-27	126-08
PP	126-02	126-02	126-02	125-31
S1	125-12	125-12	125-21	125-06
S2	125-00	125-00	125-18
S3	123-30	124-10	125-15
S4	122-28	123-08	125-05

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	133-08	132-00	127-04
R3	130-24	129-16	126-14
R2	128-08	128-08	126-07
R1	127-00	127-00	125-31	127-20
PP	125-24	125-24	125-24	126-02
S1	124-16	124-16	125-17	125-04
S2	123-08	123-08	125-09
S3	120-24	122-00	125-02
S4	118-08	119-16	124-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-00	124-16	2-16	2.0%	0-24	0.6%	50%	False	False	304
10	127-00	121-16	5-16	4.4%	0-27	0.7%	77%	False	False	193
20	127-00	121-16	5-16	4.4%	0-21	0.5%	77%	False	False	137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	131-08
2.618	129-17
1.618	128-15
1.000	127-26
0.618	127-13
HIGH	126-24
0.618	126-11
0.500	126-07
0.382	126-03
LOW	125-22
0.618	125-01
1.000	124-20
1.618	123-31
2.618	122-29
4.250	121-06

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	126-07	126-10
PP	126-02	126-04
S1	125-29	125-30

Download as Excel Spreadsheet

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

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