ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 01-Apr-2011

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	119-11	118-15	-0-28	-0.7%	118-16
High	119-11	118-28	-0-15	-0.4%	119-11
Low	118-18	117-31	-0-19	-0.5%	117-31
Close	118-23	118-29	0-06	0.2%	118-29
Range	0-25	0-29	0-04	16.0%	1-12
ATR	0-20	0-21	0-01	3.2%	0-00
Volume	140	41	-99	-70.7%	435

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-10	121-00	119-13
R3	120-13	120-03	119-05
R2	119-16	119-16	119-02
R1	119-06	119-06	119-00	119-11
PP	118-19	118-19	118-19	118-21
S1	118-09	118-09	118-26	118-14
S2	117-22	117-22	118-24
S3	116-25	117-12	118-21
S4	115-28	116-15	118-13

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-28	122-08	119-21
R3	121-16	120-28	119-09
R2	120-04	120-04	119-05
R1	119-16	119-16	119-01	119-26
PP	118-24	118-24	118-24	118-28
S1	118-04	118-04	118-25	118-14
S2	117-12	117-12	118-21
S3	116-00	116-24	118-17
S4	114-20	115-12	118-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-11	117-31	1-12	1.2%	0-23	0.6%	68%	False	True	87
10	120-20	117-31	2-21	2.2%	0-18	0.5%	35%	False	True	46
20	121-05	116-29	4-08	3.6%	0-10	0.2%	47%	False	False	24
40	121-05	114-00	7-05	6.0%	0-06	0.2%	69%	False	False	13

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	0-02
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-23
2.618	121-08
1.618	120-11
1.000	119-25
0.618	119-14
HIGH	118-28
0.618	118-17
0.500	118-14
0.382	118-10
LOW	117-31
0.618	117-13
1.000	117-02
1.618	116-16
2.618	115-19
4.250	114-04

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	118-24	118-26
PP	118-19	118-24
S1	118-14	118-21

Download as Excel Spreadsheet

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

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