ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 27-Oct-2010

Day Change Summary
	Previous	Current
	26-Oct-2010	27-Oct-2010	Change	Change %	Previous Week
Open	130-23	129-08	-1-15	-1.1%	130-04
High	130-23	129-09	-1-14	-1.1%	131-22
Low	129-07	128-10	-0-29	-0.7%	129-31
Close	129-13	128-17	-0-28	-0.7%	130-13
Range	1-16	0-31	-0-17	-35.4%	1-23
ATR	1-02	1-02	0-00	0.1%	0-00
Volume	450	1,228	778	172.9%	8,217

Daily Pivots for day following 27-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	131-20	131-01	129-02
R3	130-21	130-02	128-26
R2	129-22	129-22	128-23
R1	129-03	129-03	128-20	128-29
PP	128-23	128-23	128-23	128-20
S1	128-04	128-04	128-14	127-30
S2	127-24	127-24	128-11
S3	126-25	127-05	128-08
S4	125-26	126-06	128-00

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	131-15	128-10	3-05	2.5%	0-30	0.7%	7%	False	True	2,131
10	132-18	128-10	4-08	3.3%	1-04	0.9%	5%	False	True	1,483
20	134-04	128-10	5-26	4.5%	0-31	0.8%	4%	False	True	802
40	134-04	128-08	5-28	4.6%	0-25	0.6%	5%	False	False	416

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-13
2.618	131-26
1.618	130-27
1.000	130-08
0.618	129-28
HIGH	129-09
0.618	128-29
0.500	128-26
0.382	128-22
LOW	128-10
0.618	127-23
1.000	127-11
1.618	126-24
2.618	125-25
4.250	124-06

Fisher Pivots for day following 27-Oct-2010
Pivot	1 day	3 day
R1	128-26	129-27
PP	128-23	129-13
S1	128-20	128-31

Download as Excel Spreadsheet

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

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