ECBOT 30 Year Treasury Bond Future March 2012

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

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	133-09	135-17	2-08	1.7%	126-04
High	137-01	135-17	-1-16	-1.1%	131-15
Low	132-19	135-17	2-30	2.2%	126-04
Close	134-14	135-17	1-03	0.8%	129-13
Range	4-14	0-00	-4-14	-100.0%	5-11
ATR	1-08	1-08	0-00	-1.0%	0-00
Volume	3	48	45	1,500.0%	24

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-17	135-17	135-17
R3	135-17	135-17	135-17
R2	135-17	135-17	135-17
R1	135-17	135-17	135-17	135-17
PP	135-17	135-17	135-17	135-17
S1	135-17	135-17	135-17	135-17
S2	135-17	135-17	135-17
S3	135-17	135-17	135-17
S4	135-17	135-17	135-17

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	145-01	142-18	132-11
R3	139-22	137-07	130-28
R2	134-11	134-11	130-12
R1	131-28	131-28	129-29	133-04
PP	129-00	129-00	129-00	129-20
S1	126-17	126-17	128-29	127-24
S2	123-21	123-21	128-14
S3	118-10	121-06	127-30
S4	112-31	115-27	126-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	137-01	129-00	8-01	5.9%	1-15	1.1%	81%	False	False	12
10	137-01	123-04	13-29	10.3%	1-01	0.8%	89%	False	False	7

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	0-02
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-17
2.618	135-17
1.618	135-17
1.000	135-17
0.618	135-17
HIGH	135-17
0.618	135-17
0.500	135-17
0.382	135-17
LOW	135-17
0.618	135-17
1.000	135-17
1.618	135-17
2.618	135-17
4.250	135-17

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	135-17	134-22
PP	135-17	133-27
S1	135-17	133-00

Download as Excel Spreadsheet

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

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