ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 29-Apr-2011

Day Change Summary
	Previous	Current
	28-Apr-2011	29-Apr-2011	Change	Change %	Previous Week
Open	120-05	120-23	0-18	0.5%	119-19
High	120-25	121-04	0-11	0.3%	121-04
Low	120-05	120-16	0-11	0.3%	119-19
Close	120-21	120-29	0-08	0.2%	120-29
Range	0-20	0-20	0-00	0.0%	1-17
ATR	0-24	0-23	0-00	-1.1%	0-00
Volume	1,599	600	-999	-62.5%	3,478

Daily Pivots for day following 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-23	122-14	121-08
R3	122-03	121-26	121-02
R2	121-15	121-15	121-01
R1	121-06	121-06	120-31	121-10
PP	120-27	120-27	120-27	120-29
S1	120-18	120-18	120-27	120-22
S2	120-07	120-07	120-25
S3	119-19	119-30	120-24
S4	118-31	119-10	120-18

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-04	124-18	121-24
R3	123-19	123-01	121-10
R2	122-02	122-02	121-06
R1	121-16	121-16	121-01	121-25
PP	120-17	120-17	120-17	120-22
S1	119-31	119-31	120-25	120-08
S2	119-00	119-00	120-20
S3	117-15	118-14	120-16
S4	115-30	116-29	120-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-04	119-19	1-17	1.3%	0-18	0.5%	86%	True	False	695
10	121-04	118-12	2-24	2.3%	0-22	0.6%	92%	True	False	454
20	121-04	116-11	4-25	4.0%	0-22	0.6%	95%	True	False	344
40	121-05	116-11	4-26	4.0%	0-15	0.4%	95%	False	False	183

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04

Fibonacci Retracements and Extensions
4.250	123-25
2.618	122-24
1.618	122-04
1.000	121-24
0.618	121-16
HIGH	121-04
0.618	120-28
0.500	120-26
0.382	120-24
LOW	120-16
0.618	120-04
1.000	119-28
1.618	119-16
2.618	118-28
4.250	117-27

Fisher Pivots for day following 29-Apr-2011
Pivot	1 day	3 day
R1	120-28	120-25
PP	120-27	120-20
S1	120-26	120-16

Download as Excel Spreadsheet

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

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