ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	139-17	140-10	0-25	0.6%	136-12
High	140-29	140-25	-0-04	-0.1%	141-06
Low	139-00	139-12	0-12	0.3%	135-16
Close	140-07	140-05	-0-02	0.0%	140-07
Range	1-29	1-13	-0-16	-26.2%	5-22
ATR	2-09	2-07	-0-02	-2.7%	0-00
Volume	352,282	266,110	-86,172	-24.5%	1,657,545

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	144-10	143-21	140-30
R3	142-29	142-08	140-17
R2	141-16	141-16	140-13
R1	140-27	140-27	140-09	140-15
PP	140-03	140-03	140-03	139-30
S1	139-14	139-14	140-01	139-02
S2	138-22	138-22	139-29
S3	137-09	138-01	139-25
S4	135-28	136-20	139-12

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	156-01	153-26	143-11
R3	150-11	148-04	141-25
R2	144-21	144-21	141-08
R1	142-14	142-14	140-24	143-18
PP	138-31	138-31	138-31	139-17
S1	136-24	136-24	139-22	137-28
S2	133-09	133-09	139-06
S3	127-19	131-02	138-21
S4	121-29	125-12	137-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-06	135-16	5-22	4.1%	2-02	1.5%	82%	False	False	340,794
10	141-06	134-02	7-04	5.1%	2-21	1.9%	86%	False	False	400,381
20	141-06	124-22	16-16	11.8%	2-15	1.8%	94%	False	False	413,099
40	141-06	122-05	19-01	13.6%	1-29	1.4%	95%	False	False	372,177
60	141-06	122-05	19-01	13.6%	1-21	1.2%	95%	False	False	362,234
80	141-06	120-16	20-22	14.8%	1-15	1.1%	95%	False	False	280,656
100	141-06	116-11	24-27	17.7%	1-10	0.9%	96%	False	False	224,589
120	141-06	116-11	24-27	17.7%	1-04	0.8%	96%	False	False	187,160

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-16
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	146-24
2.618	144-15
1.618	143-02
1.000	142-06
0.618	141-21
HIGH	140-25
0.618	140-08
0.500	140-02
0.382	139-29
LOW	139-12
0.618	138-16
1.000	137-31
1.618	137-03
2.618	135-22
4.250	133-13

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	140-04	139-30
PP	140-03	139-23
S1	140-02	139-16

Download as Excel Spreadsheet

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

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