ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	132-18	133-15	0-29	0.7%	130-20
High	134-04	133-25	-0-11	-0.3%	133-03
Low	132-18	133-07	0-21	0.5%	130-20
Close	133-20	133-08	-0-12	-0.3%	132-05
Range	1-18	0-18	-1-00	-64.0%	2-15
ATR	1-01	1-00	-0-01	-3.2%	0-00
Volume	167	164	-3	-1.8%	420

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	135-03	134-24	133-18
R3	134-17	134-06	133-13
R2	133-31	133-31	133-11
R1	133-20	133-20	133-10	133-16
PP	133-13	133-13	133-13	133-12
S1	133-02	133-02	133-06	132-30
S2	132-27	132-27	133-05
S3	132-09	132-16	133-03
S4	131-23	131-30	132-30

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	139-12	138-07	133-16
R3	136-29	135-24	132-27
R2	134-14	134-14	132-19
R1	133-09	133-09	132-12	133-28
PP	131-31	131-31	131-31	132-08
S1	130-26	130-26	131-30	131-12
S2	129-16	129-16	131-23
S3	127-01	128-11	131-15
S4	124-18	125-28	130-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-04	131-27	2-09	1.7%	0-29	0.7%	62%	False	False	102
10	134-04	130-17	3-19	2.7%	1-00	0.7%	76%	False	False	84
20	134-04	128-08	5-28	4.4%	0-24	0.6%	85%	False	False	59

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	136-06
2.618	135-08
1.618	134-22
1.000	134-11
0.618	134-04
HIGH	133-25
0.618	133-18
0.500	133-16
0.382	133-14
LOW	133-07
0.618	132-28
1.000	132-21
1.618	132-10
2.618	131-24
4.250	130-26

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	133-16	133-08
PP	133-13	133-08
S1	133-11	133-08

Download as Excel Spreadsheet

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

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