ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	132-05	132-05	0-00	0.0%	132-20
High	132-10	132-18	0-08	0.2%	134-04
Low	131-11	131-01	-0-10	-0.2%	132-11
Close	132-07	131-06	-1-01	-0.8%	133-04
Range	0-31	1-17	0-18	58.1%	1-25
ATR	0-31	1-00	0-01	4.3%	0-00
Volume	139	121	-18	-12.9%	633

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	136-06	135-07	132-01
R3	134-21	133-22	131-19
R2	133-04	133-04	131-15
R1	132-05	132-05	131-10	131-28
PP	131-19	131-19	131-19	131-14
S1	130-20	130-20	131-02	130-11
S2	130-02	130-02	130-29
S3	128-17	129-03	130-25
S4	127-00	127-18	130-11

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	138-17	137-20	134-03
R3	136-24	135-27	133-20
R2	134-31	134-31	133-14
R1	134-02	134-02	133-09	134-16
PP	133-06	133-06	133-06	133-14
S1	132-09	132-09	132-31	132-24
S2	131-13	131-13	132-26
S3	129-20	130-16	132-20
S4	127-27	128-23	132-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-25	131-01	2-24	2.1%	0-29	0.7%	6%	False	True	145
10	134-04	131-01	3-03	2.4%	0-29	0.7%	5%	False	True	124
20	134-04	128-08	5-28	4.5%	0-29	0.7%	50%	False	False	94
40	134-04	128-08	5-28	4.5%	0-17	0.4%	50%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	139-02
2.618	136-18
1.618	135-01
1.000	134-03
0.618	133-16
HIGH	132-18
0.618	131-31
0.500	131-26
0.382	131-20
LOW	131-01
0.618	130-03
1.000	129-16
1.618	128-18
2.618	127-01
4.250	124-17

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	131-26	132-11
PP	131-19	131-31
S1	131-12	131-18

Download as Excel Spreadsheet

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

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