ECBOT 30 Year Treasury Bond Future September 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	142-14	141-16	-0-30	-0.7%	141-16
High	142-22	142-03	-0-19	-0.4%	143-02
Low	141-10	140-24	-0-18	-0.4%	140-16
Close	141-14	141-18	0-04	0.1%	142-16
Range	1-12	1-11	-0-01	-2.3%	2-18
ATR	1-31	1-30	-0-01	-2.3%	0-00
Volume	5,863	3,580	-2,283	-38.9%	51,858

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	145-16	144-28	142-10
R3	144-05	143-17	141-30
R2	142-26	142-26	141-26
R1	142-06	142-06	141-22	142-16
PP	141-15	141-15	141-15	141-20
S1	140-27	140-27	141-14	141-05
S2	140-04	140-04	141-10
S3	138-25	139-16	141-06
S4	137-14	138-05	140-26

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%	40%	False	False	8,096
10	143-06	136-10	6-28	4.9%	1-25	1.3%	76%	False	False	29,962
20	143-06	136-02	7-04	5.0%	1-30	1.4%	77%	False	False	209,012
40	143-06	124-22	18-16	13.1%	2-03	1.5%	91%	False	False	304,391
60	143-06	122-05	21-01	14.9%	1-27	1.3%	92%	False	False	314,766
80	143-06	122-05	21-01	14.9%	1-21	1.2%	92%	False	False	314,370
100	143-06	119-19	23-19	16.7%	1-16	1.1%	93%	False	False	252,458
120	143-06	116-11	26-27	19.0%	1-12	1.0%	94%	False	False	210,413

Crabel Price Patterns
NR	True
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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147-26
2.618	145-20
1.618	144-09
1.000	143-14
0.618	142-30
HIGH	142-03
0.618	141-19
0.500	141-14
0.382	141-08
LOW	140-24
0.618	139-29
1.000	139-13
1.618	138-18
2.618	137-07
4.250	135-01

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	141-16	141-31
PP	141-15	141-27
S1	141-14	141-22

Download as Excel Spreadsheet

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

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