ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 14-Apr-2011

Day Change Summary
	Previous	Current
	13-Apr-2011	14-Apr-2011	Change	Change %	Previous Week
Open	117-18	118-11	0-25	0.7%	118-26
High	118-10	118-21	0-11	0.3%	119-07
Low	117-15	118-00	0-17	0.5%	116-16
Close	118-08	118-04	-0-04	-0.1%	116-31
Range	0-27	0-21	-0-06	-22.2%	2-23
ATR	0-22	0-22	0-00	-0.4%	0-00
Volume	211	159	-52	-24.6%	1,616

Daily Pivots for day following 14-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-07	119-27	118-16
R3	119-18	119-06	118-10
R2	118-29	118-29	118-08
R1	118-17	118-17	118-06	118-12
PP	118-08	118-08	118-08	118-06
S1	117-28	117-28	118-02	117-24
S2	117-19	117-19	118-00
S3	116-30	117-07	117-30
S4	116-09	116-18	117-24

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-23	124-02	118-15
R3	123-00	121-11	117-23
R2	120-09	120-09	117-15
R1	118-20	118-20	117-07	118-03
PP	117-18	117-18	117-18	117-10
S1	115-29	115-29	116-23	115-12
S2	114-27	114-27	116-15
S3	112-04	113-06	116-07
S4	109-13	110-15	115-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-21	116-11	2-10	2.0%	0-20	0.5%	77%	True	False	250
10	119-07	116-11	2-28	2.4%	0-22	0.6%	62%	False	False	234
20	120-20	116-11	4-09	3.6%	0-19	0.5%	42%	False	False	138
40	121-05	115-07	5-30	5.0%	0-10	0.3%	49%	False	False	70

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	True
Stretch	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-14
2.618	120-12
1.618	119-23
1.000	119-10
0.618	119-02
HIGH	118-21
0.618	118-13
0.500	118-10
0.382	118-08
LOW	118-00
0.618	117-19
1.000	117-11
1.618	116-30
2.618	116-09
4.250	115-07

Fisher Pivots for day following 14-Apr-2011
Pivot	1 day	3 day
R1	118-10	118-03
PP	118-08	118-03
S1	118-06	118-02

Download as Excel Spreadsheet

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

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