ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	131-03	131-15	0-12	0.3%	133-04
High	131-22	131-15	-0-07	-0.2%	133-21
Low	130-21	130-13	-0-08	-0.2%	129-19
Close	131-13	130-17	-0-28	-0.7%	129-25
Range	1-01	1-02	0-01	3.0%	4-02
ATR	1-03	1-02	0-00	-0.1%	0-00
Volume	615	2,051	1,436	233.5%	946

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	134-00	133-10	131-04
R3	132-30	132-08	130-26
R2	131-28	131-28	130-23
R1	131-06	131-06	130-20	131-00
PP	130-26	130-26	130-26	130-22
S1	130-04	130-04	130-14	129-30
S2	129-24	129-24	130-11
S3	128-22	129-02	130-08
S4	127-20	128-00	129-30

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	131-22	129-19	2-03	1.6%	1-07	0.9%	45%	False	False	1,220
10	133-25	129-19	4-06	3.2%	1-02	0.8%	22%	False	False	683
20	134-04	129-19	4-17	3.5%	1-01	0.8%	21%	False	False	383
40	134-04	128-08	5-28	4.5%	0-22	0.5%	39%	False	False	202

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-00
2.618	134-08
1.618	133-06
1.000	132-17
0.618	132-04
HIGH	131-15
0.618	131-02
0.500	130-30
0.382	130-26
LOW	130-13
0.618	129-24
1.000	129-11
1.618	128-22
2.618	127-20
4.250	125-28

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	130-30	130-26
PP	130-26	130-23
S1	130-21	130-20

Download as Excel Spreadsheet

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

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