ECBOT 30 Year Treasury Bond Future December 2011

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	144-28	143-07	-1-21	-1.1%	142-26
High	145-06	144-03	-1-03	-0.8%	145-14
Low	143-24	141-25	-1-31	-1.4%	142-26
Close	143-27	144-00	0-05	0.1%	143-27
Range	1-14	2-10	0-28	60.9%	2-20
ATR	1-28	1-29	0-01	1.7%	0-00
Volume	316,100	577,175	261,075	82.6%	1,430,897

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	150-07	149-14	145-09
R3	147-29	147-04	144-20
R2	145-19	145-19	144-14
R1	144-26	144-26	144-07	145-06
PP	143-09	143-09	143-09	143-16
S1	142-16	142-16	143-25	142-28
S2	140-31	140-31	143-18
S3	138-21	140-06	143-12
S4	136-11	137-28	142-23

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	151-29	150-16	145-09
R3	149-09	147-28	144-18
R2	146-21	146-21	144-10
R1	145-08	145-08	144-03	145-30
PP	144-01	144-01	144-01	144-12
S1	142-20	142-20	143-19	143-10
S2	141-13	141-13	143-12
S3	138-25	140-00	143-04
S4	136-05	137-12	142-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-14	141-25	3-21	2.5%	1-18	1.1%	61%	False	True	401,614
10	145-14	140-02	5-12	3.7%	1-18	1.1%	73%	False	False	349,915
20	145-14	136-18	8-28	6.2%	1-31	1.4%	84%	False	False	340,418
40	146-13	135-05	11-08	7.8%	2-01	1.4%	79%	False	False	325,764
60	147-00	135-05	11-27	8.2%	2-01	1.4%	75%	False	False	329,091
80	147-00	129-30	17-02	11.8%	2-04	1.5%	82%	False	False	267,768
100	147-00	121-23	25-09	17.6%	1-31	1.4%	88%	False	False	214,357
120	147-00	120-28	26-04	18.1%	1-23	1.2%	89%	False	False	178,638

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	0-14
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	153-30
2.618	150-05
1.618	147-27
1.000	146-13
0.618	145-17
HIGH	144-03
0.618	143-07
0.500	142-30
0.382	142-21
LOW	141-25
0.618	140-11
1.000	139-15
1.618	138-01
2.618	135-23
4.250	131-30

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	143-21	143-28
PP	143-09	143-24
S1	142-30	143-20

Download as Excel Spreadsheet

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

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