ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 25-Mar-2011

Day Change Summary
	Previous	Current
	24-Mar-2011	25-Mar-2011	Change	Change %	Previous Week
Open	119-19	119-16	-0-03	-0.1%	119-22
High	119-22	119-20	-0-02	-0.1%	120-20
Low	119-10	118-22	-0-20	-0.5%	118-22
Close	119-10	118-26	-0-16	-0.4%	118-26
Range	0-12	0-30	0-18	150.0%	1-30
ATR	0-19	0-19	0-01	4.4%	0-00
Volume	2	17	15	750.0%	28

Daily Pivots for day following 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-27	121-09	119-10
R3	120-29	120-11	119-02
R2	119-31	119-31	119-00
R1	119-13	119-13	118-29	119-07
PP	119-01	119-01	119-01	118-30
S1	118-15	118-15	118-23	118-09
S2	118-03	118-03	118-20
S3	117-05	117-17	118-18
S4	116-07	116-19	118-10

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-06	123-30	119-28
R3	123-08	122-00	119-11
R2	121-10	121-10	119-05
R1	120-02	120-02	119-00	119-23
PP	119-12	119-12	119-12	119-06
S1	118-04	118-04	118-20	117-25
S2	117-14	117-14	118-15
S3	115-16	116-06	118-09
S4	113-18	114-08	117-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-20	118-22	1-30	1.6%	0-13	0.4%	6%	False	True	5
10	121-05	118-22	2-15	2.1%	0-07	0.2%	5%	False	True	4
20	121-05	116-25	4-12	3.7%	0-04	0.1%	46%	False	False	3

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	0-01
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	123-20
2.618	122-03
1.618	121-05
1.000	120-18
0.618	120-07
HIGH	119-20
0.618	119-09
0.500	119-05
0.382	119-01
LOW	118-22
0.618	118-03
1.000	117-24
1.618	117-05
2.618	116-07
4.250	114-22

Fisher Pivots for day following 25-Mar-2011
Pivot	1 day	3 day
R1	119-05	119-21
PP	119-01	119-12
S1	118-30	119-03

Download as Excel Spreadsheet

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

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