ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 21-Sep-2011

Day Change Summary
	Previous	Current
	20-Sep-2011	21-Sep-2011	Change	Change %	Previous Week
Open	141-18	141-15	-0-03	-0.1%	141-12
High	141-27	143-13	1-18	1.1%	141-31
Low	140-21	140-28	0-07	0.2%	138-22
Close	141-12	143-06	1-26	1.3%	139-14
Range	1-06	2-17	1-11	113.2%	3-09
ATR	1-28	1-30	0-01	2.5%	0-00
Volume	228,000	391,982	163,982	71.9%	1,488,154

Daily Pivots for day following 21-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	150-03	149-05	144-19
R3	147-18	146-20	143-28
R2	145-01	145-01	143-21
R1	144-03	144-03	143-13	144-18
PP	142-16	142-16	142-16	142-23
S1	141-18	141-18	142-31	142-01
S2	139-31	139-31	142-23
S3	137-14	139-01	142-16
S4	134-29	136-16	141-25

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	149-28	147-30	141-08
R3	146-19	144-21	140-11
R2	143-10	143-10	140-01
R1	141-12	141-12	139-24	140-22
PP	140-01	140-01	140-01	139-22
S1	138-03	138-03	139-04	137-14
S2	136-24	136-24	138-27
S3	133-15	134-26	138-17
S4	130-06	131-17	137-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-13	138-22	4-23	3.3%	1-25	1.2%	95%	True	False	294,654
10	143-13	138-22	4-23	3.3%	1-20	1.1%	95%	True	False	294,005
20	143-13	134-26	8-19	6.0%	1-29	1.3%	97%	True	False	288,458
40	143-13	123-21	19-24	13.8%	2-04	1.5%	99%	True	False	145,944
60	143-13	120-28	22-17	15.7%	1-24	1.2%	99%	True	False	97,353
80	143-13	120-28	22-17	15.7%	1-13	1.0%	99%	True	False	73,018
100	143-13	119-30	23-15	16.4%	1-05	0.8%	99%	True	False	58,421

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	0-11
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	154-05
2.618	150-01
1.618	147-16
1.000	145-30
0.618	144-31
HIGH	143-13
0.618	142-14
0.500	142-04
0.382	141-27
LOW	140-28
0.618	139-10
1.000	138-11
1.618	136-25
2.618	134-08
4.250	130-04

Fisher Pivots for day following 21-Sep-2011
Pivot	1 day	3 day
R1	142-27	142-22
PP	142-16	142-07
S1	142-04	141-23

Download as Excel Spreadsheet

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

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