ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	143-29	142-13	-1-16	-1.0%	142-23
High	144-08	142-24	-1-16	-1.0%	146-13
Low	142-06	140-07	-1-31	-1.4%	140-07
Close	142-14	141-10	-1-04	-0.8%	141-10
Range	2-02	2-17	0-15	22.7%	6-06
ATR	2-05	2-06	0-01	1.2%	0-00
Volume	277,113	358,364	81,251	29.3%	1,697,835

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	149-01	147-22	142-23
R3	146-16	145-05	142-00
R2	143-31	143-31	141-25
R1	142-20	142-20	141-17	142-01
PP	141-14	141-14	141-14	141-04
S1	140-03	140-03	141-03	139-16
S2	138-29	138-29	140-27
S3	136-12	137-18	140-20
S4	133-27	135-01	139-29

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	161-07	157-14	144-23
R3	155-01	151-08	143-00
R2	148-27	148-27	142-14
R1	145-02	145-02	141-28	143-28
PP	142-21	142-21	142-21	142-01
S1	138-28	138-28	140-24	137-22
S2	136-15	136-15	140-06
S3	130-09	132-22	139-20
S4	124-03	126-16	137-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-13	140-07	6-06	4.4%	2-09	1.6%	18%	False	True	339,567
10	146-13	139-26	6-19	4.7%	2-07	1.6%	23%	False	False	334,846
20	147-00	138-22	8-10	5.9%	2-02	1.5%	32%	False	False	331,963
40	147-00	134-03	12-29	9.1%	2-01	1.4%	56%	False	False	251,835
60	147-00	123-10	23-22	16.8%	2-01	1.4%	76%	False	False	168,359
80	147-00	120-28	26-04	18.5%	1-23	1.2%	78%	False	False	126,297
100	147-00	120-28	26-04	18.5%	1-14	1.0%	78%	False	False	101,040
120	147-00	118-01	28-31	20.5%	1-06	0.8%	80%	False	False	84,205

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	153-16
2.618	149-12
1.618	146-27
1.000	145-09
0.618	144-10
HIGH	142-24
0.618	141-25
0.500	141-16
0.382	141-06
LOW	140-07
0.618	138-21
1.000	137-22
1.618	136-04
2.618	133-19
4.250	129-15

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	141-16	142-16
PP	141-14	142-03
S1	141-12	141-23

Download as Excel Spreadsheet

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

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