ECBOT 30 Year Treasury Bond Future March 2011

Trading Metrics calculated at close of trading on 28-Oct-2010

Day Change Summary
	Previous	Current
	27-Oct-2010	28-Oct-2010	Change	Change %	Previous Week
Open	129-08	128-12	-0-28	-0.7%	130-04
High	129-09	129-00	-0-09	-0.2%	131-22
Low	128-10	128-11	0-01	0.0%	129-31
Close	128-17	128-28	0-11	0.3%	130-13
Range	0-31	0-21	-0-10	-32.3%	1-23
ATR	1-02	1-01	-0-01	-2.8%	0-00
Volume	1,228	7,353	6,125	498.8%	8,217

Daily Pivots for day following 28-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-23	130-14	129-08
R3	130-02	129-25	129-02
R2	129-13	129-13	129-00
R1	129-04	129-04	128-30	129-08
PP	128-24	128-24	128-24	128-26
S1	128-15	128-15	128-26	128-20
S2	128-03	128-03	128-24
S3	127-14	127-26	128-22
S4	126-25	127-05	128-16

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	131-12	128-10	3-02	2.4%	0-28	0.7%	18%	False	False	3,192
10	131-22	128-10	3-12	2.6%	1-01	0.8%	17%	False	False	2,206
20	134-04	128-10	5-26	4.5%	0-31	0.8%	10%	False	False	1,165
40	134-04	128-08	5-28	4.6%	0-25	0.6%	11%	False	False	600

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-25
2.618	130-23
1.618	130-02
1.000	129-21
0.618	129-13
HIGH	129-00
0.618	128-24
0.500	128-22
0.382	128-19
LOW	128-11
0.618	127-30
1.000	127-22
1.618	127-09
2.618	126-20
4.250	125-18

Fisher Pivots for day following 28-Oct-2010
Pivot	1 day	3 day
R1	128-26	129-16
PP	128-24	129-10
S1	128-22	129-03

Download as Excel Spreadsheet

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

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