ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	132-05	131-00	-1-05	-0.9%	133-04
High	132-18	131-10	-1-08	-0.9%	133-21
Low	131-01	129-19	-1-14	-1.1%	129-19
Close	131-06	129-25	-1-13	-1.1%	129-25
Range	1-17	1-23	0-06	12.2%	4-02
ATR	1-00	1-02	0-02	5.2%	0-00
Volume	121	435	314	259.5%	946

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	135-12	134-10	130-23
R3	133-21	132-19	130-08
R2	131-30	131-30	130-03
R1	130-28	130-28	129-30	130-18
PP	130-07	130-07	130-07	130-02
S1	129-05	129-05	129-20	128-26
S2	128-16	128-16	129-15
S3	126-25	127-14	129-10
S4	125-02	125-23	128-27

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	143-06	140-18	132-00
R3	139-04	136-16	130-29
R2	135-02	135-02	130-17
R1	132-14	132-14	130-05	131-23
PP	131-00	131-00	131-00	130-21
S1	128-12	128-12	129-13	127-21
S2	126-30	126-30	129-01
S3	122-28	124-10	128-21
S4	118-26	120-08	127-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-21	129-19	4-02	3.1%	1-03	0.8%	5%	False	True	189
10	134-04	129-19	4-17	3.5%	1-00	0.8%	4%	False	True	157
20	134-04	129-04	5-00	3.9%	0-30	0.7%	13%	False	False	109
40	134-04	128-08	5-28	4.5%	0-19	0.5%	26%	False	False	60

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	0-06
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	138-20
2.618	135-26
1.618	134-03
1.000	133-01
0.618	132-12
HIGH	131-10
0.618	130-21
0.500	130-14
0.382	130-08
LOW	129-19
0.618	128-17
1.000	127-28
1.618	126-26
2.618	125-03
4.250	122-09

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	130-14	131-02
PP	130-07	130-21
S1	130-00	130-07

Download as Excel Spreadsheet

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

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