ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 26-Oct-2010

Day Change Summary
	Previous	Current
	25-Oct-2010	26-Oct-2010	Change	Change %	Previous Week
Open	130-20	130-23	0-03	0.1%	130-04
High	131-12	130-23	-0-21	-0.5%	131-22
Low	130-20	129-07	-1-13	-1.1%	129-31
Close	130-27	129-13	-1-14	-1.1%	130-13
Range	0-24	1-16	0-24	100.0%	1-23
ATR	1-01	1-02	0-01	4.1%	0-00
Volume	4,381	450	-3,931	-89.7%	8,217

Daily Pivots for day following 26-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	134-09	133-11	130-07
R3	132-25	131-27	129-26
R2	131-09	131-09	129-22
R1	130-11	130-11	129-17	130-02
PP	129-25	129-25	129-25	129-20
S1	128-27	128-27	129-09	128-18
S2	128-09	128-09	129-04
S3	126-25	127-11	129-00
S4	125-09	125-27	128-19

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	135-27	134-27	131-11
R3	134-04	133-04	130-28
R2	132-13	132-13	130-23
R1	131-13	131-13	130-18	131-29
PP	130-22	130-22	130-22	130-30
S1	129-22	129-22	130-08	130-06
S2	128-31	128-31	130-03
S3	127-08	127-31	129-30
S4	125-17	126-08	129-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-22	129-07	2-15	1.9%	0-31	0.7%	8%	False	True	2,009
10	132-18	129-07	3-11	2.6%	1-04	0.9%	6%	False	True	1,374
20	134-04	129-07	4-29	3.8%	0-31	0.7%	4%	False	True	744
40	134-04	128-08	5-28	4.5%	0-24	0.6%	20%	False	False	385

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 7 trading days

Fibonacci Retracements and Extensions
4.250	137-03
2.618	134-21
1.618	133-05
1.000	132-07
0.618	131-21
HIGH	130-23
0.618	130-05
0.500	129-31
0.382	129-25
LOW	129-07
0.618	128-09
1.000	127-23
1.618	126-25
2.618	125-09
4.250	122-27

Fisher Pivots for day following 26-Oct-2010
Pivot	1 day	3 day
R1	129-31	130-10
PP	129-25	130-00
S1	129-19	129-22

Download as Excel Spreadsheet

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

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