ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	140-19	142-15	1-28	1.3%	136-19
High	143-04	142-29	-0-07	-0.2%	143-04
Low	140-11	140-15	0-04	0.1%	136-18
Close	142-23	141-10	-1-13	-1.0%	141-00
Range	2-25	2-14	-0-11	-12.4%	6-18
ATR	2-09	2-10	0-00	0.5%	0-00
Volume	400,398	404,201	3,803	0.9%	1,879,480

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	148-28	147-17	142-21
R3	146-14	145-03	141-31
R2	144-00	144-00	141-24
R1	142-21	142-21	141-17	142-04
PP	141-18	141-18	141-18	141-09
S1	140-07	140-07	141-03	139-22
S2	139-04	139-04	140-28
S3	136-22	137-25	140-21
S4	134-08	135-11	139-31

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	159-29	157-01	144-20
R3	153-11	150-15	142-26
R2	146-25	146-25	142-06
R1	143-29	143-29	141-19	145-11
PP	140-07	140-07	140-07	140-30
S1	137-11	137-11	140-13	138-25
S2	133-21	133-21	139-26
S3	127-03	130-25	139-06
S4	120-17	124-07	137-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-04	139-20	3-16	2.5%	2-06	1.5%	48%	False	False	345,208
10	143-04	135-05	7-31	5.6%	2-14	1.7%	77%	False	False	359,230
20	143-04	135-05	7-31	5.6%	2-07	1.6%	77%	False	False	340,175
40	147-00	135-05	11-27	8.4%	2-06	1.6%	52%	False	False	329,568
60	147-00	134-26	12-06	8.6%	2-04	1.5%	53%	False	False	297,561
80	147-00	123-10	23-22	16.8%	2-04	1.5%	76%	False	False	223,666
100	147-00	120-28	26-04	18.5%	1-28	1.3%	78%	False	False	178,960
120	147-00	120-28	26-04	18.5%	1-20	1.2%	78%	False	False	149,135

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	153-08
2.618	149-09
1.618	146-27
1.000	145-11
0.618	144-13
HIGH	142-29
0.618	141-31
0.500	141-22
0.382	141-13
LOW	140-15
0.618	138-31
1.000	138-01
1.618	136-17
2.618	134-03
4.250	130-04

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	141-22	141-24
PP	141-18	141-19
S1	141-14	141-14

Download as Excel Spreadsheet

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

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