ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	129-19	131-02	1-15	1.1%	128-24
High	131-00	132-00	1-00	0.8%	130-00
Low	129-19	131-02	1-15	1.1%	128-08
Close	130-28	131-17	0-21	0.5%	128-29
Range	1-13	0-30	-0-15	-33.3%	1-24
ATR	0-31	1-00	0-00	1.1%	0-00
Volume	2	108	106	5,300.0%	164

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	134-11	133-28	132-02
R3	133-13	132-30	131-25
R2	132-15	132-15	131-22
R1	132-00	132-00	131-20	132-08
PP	131-17	131-17	131-17	131-21
S1	131-02	131-02	131-14	131-10
S2	130-19	130-19	131-12
S3	129-21	130-04	131-09
S4	128-23	129-06	131-00

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	134-10	133-11	129-28
R3	132-18	131-19	129-12
R2	130-26	130-26	129-07
R1	129-27	129-27	129-02	130-10
PP	129-02	129-02	129-02	129-09
S1	128-03	128-03	128-24	128-18
S2	127-10	127-10	128-19
S3	125-18	126-11	128-14
S4	123-26	124-19	127-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-00	128-08	3-24	2.9%	0-24	0.6%	88%	True	False	61
10	132-00	128-08	3-24	2.9%	0-15	0.4%	88%	True	False	33
20	133-20	128-08	5-12	4.1%	0-10	0.2%	61%	False	False	19

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-00
2.618	134-15
1.618	133-17
1.000	132-30
0.618	132-19
HIGH	132-00
0.618	131-21
0.500	131-17
0.382	131-13
LOW	131-02
0.618	130-15
1.000	130-04
1.618	129-17
2.618	128-19
4.250	127-02

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	131-17	131-07
PP	131-17	130-28
S1	131-17	130-18

Download as Excel Spreadsheet

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

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