ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 05-May-2011

Day Change Summary
	Previous	Current
	04-May-2011	05-May-2011	Change	Change %	Previous Week
Open	121-25	122-07	0-14	0.4%	119-19
High	122-10	123-07	0-29	0.7%	121-04
Low	121-22	122-07	0-17	0.4%	119-19
Close	122-04	122-29	0-25	0.6%	120-29
Range	0-20	1-00	0-12	60.0%	1-17
ATR	0-23	0-24	0-01	3.9%	0-00
Volume	454	1,016	562	123.8%	3,478

Daily Pivots for day following 05-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-25	125-11	123-15
R3	124-25	124-11	123-06
R2	123-25	123-25	123-03
R1	123-11	123-11	123-00	123-18
PP	122-25	122-25	122-25	122-28
S1	122-11	122-11	122-26	122-18
S2	121-25	121-25	122-23
S3	120-25	121-11	122-20
S4	119-25	120-11	122-11

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	123-07	120-16	2-23	2.2%	0-22	0.5%	89%	True	False	546
10	123-07	119-16	3-23	3.0%	0-20	0.5%	92%	True	False	573
20	123-07	116-11	6-28	5.6%	0-21	0.5%	95%	True	False	424
40	123-07	116-11	6-28	5.6%	0-17	0.4%	95%	True	False	236
60	123-07	114-00	9-07	7.5%	0-12	0.3%	97%	True	False	158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	127-15
2.618	125-27
1.618	124-27
1.000	124-07
0.618	123-27
HIGH	123-07
0.618	122-27
0.500	122-23
0.382	122-19
LOW	122-07
0.618	121-19
1.000	121-07
1.618	120-19
2.618	119-19
4.250	117-31

Fisher Pivots for day following 05-May-2011
Pivot	1 day	3 day
R1	122-27	122-22
PP	122-25	122-15
S1	122-23	122-08

Download as Excel Spreadsheet

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

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