ECBOT 30 Year Treasury Bond Future September 2011

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

Day Change Summary
	Previous	Current
	21-Apr-2011	25-Apr-2011	Change	Change %	Previous Week
Open	119-25	119-19	-0-06	-0.2%	119-08
High	119-31	120-02	0-03	0.1%	119-31
Low	119-16	119-19	0-03	0.1%	118-15
Close	119-17	120-00	0-15	0.4%	119-17
Range	0-15	0-15	0-00	0.0%	1-16
ATR	0-24	0-23	0-00	-2.0%	0-00
Volume	129	238	109	84.5%	1,007

Daily Pivots for day following 25-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-09	121-04	120-08
R3	120-26	120-21	120-04
R2	120-11	120-11	120-03
R1	120-06	120-06	120-01	120-08
PP	119-28	119-28	119-28	119-30
S1	119-23	119-23	119-31	119-26
S2	119-13	119-13	119-29
S3	118-30	119-08	119-28
S4	118-15	118-25	119-24

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-26	123-06	120-11
R3	122-10	121-22	119-30
R2	120-26	120-26	119-26
R1	120-06	120-06	119-21	120-16
PP	119-10	119-10	119-10	119-16
S1	118-22	118-22	119-13	119-00
S2	117-26	117-26	119-08
S3	116-10	117-06	119-04
S4	114-26	115-22	118-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-02	118-15	1-19	1.3%	0-23	0.6%	96%	True	False	249
10	120-02	116-11	3-23	3.1%	0-23	0.6%	98%	True	False	198
20	120-02	116-11	3-23	3.1%	0-22	0.6%	98%	True	False	201
40	121-05	116-11	4-26	4.0%	0-13	0.3%	76%	False	False	102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05

Fibonacci Retracements and Extensions
4.250	122-02
2.618	121-09
1.618	120-26
1.000	120-17
0.618	120-11
HIGH	120-02
0.618	119-28
0.500	119-26
0.382	119-25
LOW	119-19
0.618	119-10
1.000	119-04
1.618	118-27
2.618	118-12
4.250	117-19

Fisher Pivots for day following 25-Apr-2011
Pivot	1 day	3 day
R1	119-30	119-29
PP	119-28	119-26
S1	119-26	119-24

Download as Excel Spreadsheet

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

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