ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 20-Apr-2011

Day Change Summary
	Previous	Current
	19-Apr-2011	20-Apr-2011	Change	Change %	Previous Week
Open	119-13	119-28	0-15	0.4%	116-15
High	119-31	119-28	-0-03	-0.1%	119-12
Low	119-06	119-13	0-07	0.2%	116-11
Close	119-30	119-16	-0-14	-0.4%	119-09
Range	0-25	0-15	-0-10	-40.0%	3-01
ATR	0-25	0-24	-0-01	-2.3%	0-00
Volume	451	171	-280	-62.1%	743

Daily Pivots for day following 20-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-00	120-23	119-24
R3	120-17	120-08	119-20
R2	120-02	120-02	119-19
R1	119-25	119-25	119-17	119-22
PP	119-19	119-19	119-19	119-18
S1	119-10	119-10	119-15	119-07
S2	119-04	119-04	119-13
S3	118-21	118-27	119-12
S4	118-06	118-12	119-08

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-14	126-12	120-30
R3	124-13	123-11	120-04
R2	121-12	121-12	119-27
R1	120-10	120-10	119-18	120-27
PP	118-11	118-11	118-11	118-19
S1	117-09	117-09	119-00	117-26
S2	115-10	115-10	118-23
S3	112-09	114-08	118-14
S4	109-08	111-07	117-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-31	118-00	1-31	1.6%	0-27	0.7%	76%	False	False	219
10	119-31	116-11	3-20	3.0%	0-23	0.6%	87%	False	False	276
20	119-31	116-11	3-20	3.0%	0-23	0.6%	87%	False	False	184
40	121-05	116-11	4-26	4.0%	0-12	0.3%	66%	False	False	93

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-05
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-28
2.618	121-03
1.618	120-20
1.000	120-11
0.618	120-05
HIGH	119-28
0.618	119-22
0.500	119-20
0.382	119-19
LOW	119-13
0.618	119-04
1.000	118-30
1.618	118-21
2.618	118-06
4.250	117-13

Fisher Pivots for day following 20-Apr-2011
Pivot	1 day	3 day
R1	119-20	119-13
PP	119-19	119-10
S1	119-18	119-07

Download as Excel Spreadsheet

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

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