ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 04-May-2011

Day Change Summary
	Previous	Current
	03-May-2011	04-May-2011	Change	Change %	Previous Week
Open	121-08	121-25	0-17	0.4%	119-19
High	121-23	122-10	0-19	0.5%	121-04
Low	121-08	121-22	0-14	0.4%	119-19
Close	121-21	122-04	0-15	0.4%	120-29
Range	0-15	0-20	0-05	33.3%	1-17
ATR	0-23	0-23	0-00	-0.6%	0-00
Volume	233	454	221	94.8%	3,478

Daily Pivots for day following 04-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-29	123-21	122-15
R3	123-09	123-01	122-10
R2	122-21	122-21	122-08
R1	122-13	122-13	122-06	122-17
PP	122-01	122-01	122-01	122-04
S1	121-25	121-25	122-02	121-29
S2	121-13	121-13	122-00
S3	120-25	121-05	121-30
S4	120-05	120-17	121-25

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	122-10	120-05	2-05	1.8%	0-19	0.5%	91%	True	False	663
10	122-10	119-13	2-29	2.4%	0-18	0.5%	94%	True	False	489
20	122-10	116-11	5-31	4.9%	0-21	0.5%	97%	True	False	376
40	122-10	116-11	5-31	4.9%	0-16	0.4%	97%	True	False	211
60	122-10	114-00	8-10	6.8%	0-12	0.3%	98%	True	False	141

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 2 trading days

Fibonacci Retracements and Extensions
4.250	124-31
2.618	123-30
1.618	123-10
1.000	122-30
0.618	122-22
HIGH	122-10
0.618	122-02
0.500	122-00
0.382	121-30
LOW	121-22
0.618	121-10
1.000	121-02
1.618	120-22
2.618	120-02
4.250	119-01

Fisher Pivots for day following 04-May-2011
Pivot	1 day	3 day
R1	122-03	121-29
PP	122-01	121-23
S1	122-00	121-16

Download as Excel Spreadsheet

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

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