ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	131-02	131-27	0-25	0.6%	128-24
High	132-00	132-08	0-08	0.2%	130-00
Low	131-02	131-27	0-25	0.6%	128-08
Close	131-17	131-17	0-00	0.0%	128-29
Range	0-30	0-13	-0-17	-56.7%	1-24
ATR	1-00	0-31	-0-01	-1.9%	0-00
Volume	108	16	-92	-85.2%	164

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	133-03	132-23	131-24
R3	132-22	132-10	131-21
R2	132-09	132-09	131-19
R1	131-29	131-29	131-18	131-28
PP	131-28	131-28	131-28	131-28
S1	131-16	131-16	131-16	131-16
S2	131-15	131-15	131-15
S3	131-02	131-03	131-13
S4	130-21	130-22	131-10

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	132-08	128-08	4-00	3.0%	0-23	0.6%	82%	True	False	63
10	132-08	128-08	4-00	3.0%	0-17	0.4%	82%	True	False	35
20	133-20	128-08	5-12	4.1%	0-11	0.3%	61%	False	False	20

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 3 trading days

Fibonacci Retracements and Extensions
4.250	133-31
2.618	133-10
1.618	132-29
1.000	132-21
0.618	132-16
HIGH	132-08
0.618	132-03
0.500	132-02
0.382	132-00
LOW	131-27
0.618	131-19
1.000	131-14
1.618	131-06
2.618	130-25
4.250	130-04

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	132-02	131-10
PP	131-28	131-04
S1	131-22	130-30

Download as Excel Spreadsheet

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

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