ECBOT 30 Year Treasury Bond Future December 2011

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

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	141-12	140-17	-0-27	-0.6%	140-26
High	141-15	142-02	0-19	0.4%	143-04
Low	140-11	140-02	-0-09	-0.2%	140-06
Close	140-14	141-25	1-11	1.0%	140-14
Range	1-04	2-00	0-28	77.8%	2-30
ATR	2-07	2-06	0-00	-0.7%	0-00
Volume	41,339	249,578	208,239	503.7%	1,429,733

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	147-10	146-17	142-28
R3	145-10	144-17	142-11
R2	143-10	143-10	142-05
R1	142-17	142-17	141-31	142-30
PP	141-10	141-10	141-10	141-16
S1	140-17	140-17	141-19	140-30
S2	139-10	139-10	141-13
S3	137-10	138-17	141-07
S4	135-10	136-17	140-22

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	150-02	148-06	142-02
R3	147-04	145-08	141-08
R2	144-06	144-06	140-31
R1	142-10	142-10	140-23	141-25
PP	141-08	141-08	141-08	141-00
S1	139-12	139-12	140-05	138-27
S2	138-10	138-10	139-29
S3	135-12	136-14	139-20
S4	132-14	133-16	138-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-04	140-02	3-02	2.2%	1-31	1.4%	56%	False	True	274,452
10	143-04	139-12	3-24	2.6%	2-06	1.6%	64%	False	False	323,707
20	143-04	135-05	7-31	5.6%	2-06	1.5%	83%	False	False	327,478
40	147-00	135-05	11-27	8.4%	2-06	1.6%	56%	False	False	324,142
60	147-00	134-26	12-06	8.6%	2-03	1.5%	57%	False	False	302,249
80	147-00	123-10	23-22	16.7%	2-05	1.5%	78%	False	False	227,296
100	147-00	120-28	26-04	18.4%	1-29	1.3%	80%	False	False	181,869
120	147-00	120-28	26-04	18.4%	1-21	1.2%	80%	False	False	151,559

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

Fibonacci Retracements and Extensions
4.250	150-18
2.618	147-10
1.618	145-10
1.000	144-02
0.618	143-10
HIGH	142-02
0.618	141-10
0.500	141-02
0.382	140-26
LOW	140-02
0.618	138-26
1.000	138-02
1.618	136-26
2.618	134-26
4.250	131-18

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	141-17	141-22
PP	141-10	141-19
S1	141-02	141-16

Download as Excel Spreadsheet

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

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