ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	131-18	130-20	-0-30	-0.7%	129-04
High	131-23	132-06	0-15	0.4%	132-08
Low	130-17	130-20	0-03	0.1%	129-04
Close	130-17	132-05	1-20	1.2%	130-17
Range	1-06	1-18	0-12	31.6%	3-04
ATR	0-31	1-01	0-02	4.9%	0-00
Volume	9	31	22	244.4%	182

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	136-11	135-26	133-00
R3	134-25	134-08	132-19
R2	133-07	133-07	132-14
R1	132-22	132-22	132-10	132-30
PP	131-21	131-21	131-21	131-25
S1	131-04	131-04	132-00	131-12
S2	130-03	130-03	131-28
S3	128-17	129-18	131-23
S4	126-31	128-00	131-10

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	140-00	138-13	132-08
R3	136-28	135-09	131-12
R2	133-24	133-24	131-03
R1	132-05	132-05	130-26	132-30
PP	130-20	130-20	130-20	131-01
S1	129-01	129-01	130-08	129-26
S2	127-16	127-16	129-31
S3	124-12	125-29	129-22
S4	121-08	122-25	128-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-08	129-19	2-21	2.0%	1-03	0.8%	96%	False	False	33
10	132-08	128-08	4-00	3.0%	0-22	0.5%	98%	False	False	37
20	133-20	128-08	5-12	4.1%	0-15	0.4%	73%	False	False	21

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	0-00
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	138-26
2.618	136-09
1.618	134-23
1.000	133-24
0.618	133-05
HIGH	132-06
0.618	131-19
0.500	131-13
0.382	131-07
LOW	130-20
0.618	129-21
1.000	129-02
1.618	128-03
2.618	126-17
4.250	124-00

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	131-29	131-29
PP	131-21	131-21
S1	131-13	131-12

Download as Excel Spreadsheet

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

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