ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	142-17	142-14	-0-03	-0.1%	141-16
High	143-06	142-22	-0-16	-0.3%	143-02
Low	141-31	141-10	-0-21	-0.5%	140-16
Close	142-19	141-14	-1-05	-0.8%	142-16
Range	1-07	1-12	0-05	12.8%	2-18
ATR	2-01	1-31	-0-01	-2.3%	0-00
Volume	11,430	5,863	-5,567	-48.7%	51,858

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	145-30	145-02	142-06
R3	144-18	143-22	141-26
R2	143-06	143-06	141-22
R1	142-10	142-10	141-18	142-02
PP	141-26	141-26	141-26	141-22
S1	140-30	140-30	141-10	140-22
S2	140-14	140-14	141-06
S3	139-02	139-18	141-02
S4	137-22	138-06	140-22

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	149-23	148-21	143-29
R3	147-05	146-03	143-07
R2	144-19	144-19	142-31
R1	143-17	143-17	142-24	144-02
PP	142-01	142-01	142-01	142-09
S1	140-31	140-31	142-08	141-16
S2	139-15	139-15	142-01
S3	136-29	138-13	141-25
S4	134-11	135-27	141-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-06	140-16	2-22	1.9%	1-14	1.0%	35%	False	False	9,173
10	143-06	136-10	6-28	4.9%	1-26	1.3%	75%	False	False	66,179
20	143-06	135-16	7-22	5.4%	1-30	1.4%	77%	False	False	224,540
40	143-06	124-22	18-16	13.1%	2-04	1.5%	91%	False	False	313,345
60	143-06	122-05	21-01	14.9%	1-27	1.3%	92%	False	False	319,101
80	143-06	122-05	21-01	14.9%	1-21	1.2%	92%	False	False	314,659
100	143-06	119-16	23-22	16.7%	1-16	1.1%	93%	False	False	252,423
120	143-06	116-11	26-27	19.0%	1-12	1.0%	93%	False	False	210,383

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	0-11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148-17
2.618	146-09
1.618	144-29
1.000	144-02
0.618	143-17
HIGH	142-22
0.618	142-05
0.500	142-00
0.382	141-27
LOW	141-10
0.618	140-15
1.000	139-30
1.618	139-03
2.618	137-23
4.250	135-15

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	142-00	142-00
PP	141-26	141-26
S1	141-20	141-20

Download as Excel Spreadsheet

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

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