ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	134-02	133-23	-0-11	-0.3%	129-00
High	134-02	134-11	0-09	0.2%	137-01
Low	132-24	133-23	0-31	0.7%	129-00
Close	132-14	134-05	1-23	1.3%	134-05
Range	1-10	0-20	-0-22	-52.4%	8-01
ATR	1-12	1-13	0-01	2.9%	0-00
Volume	48	5	-43	-89.6%	105

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-30	135-22	134-16
R3	135-10	135-02	134-10
R2	134-22	134-22	134-09
R1	134-14	134-14	134-07	134-18
PP	134-02	134-02	134-02	134-04
S1	133-26	133-26	134-03	133-30
S2	133-14	133-14	134-01
S3	132-26	133-06	134-00
S4	132-06	132-18	133-26

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	157-16	153-27	138-18
R3	149-15	145-26	136-12
R2	141-14	141-14	135-20
R1	137-25	137-25	134-29	139-20
PP	133-13	133-13	133-13	134-10
S1	129-24	129-24	133-13	131-18
S2	125-12	125-12	132-22
S3	117-11	121-23	131-30
S4	109-10	113-22	129-24

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	6.0%	1-27	1.4%	64%	False	False	21
10	137-01	126-04	10-29	8.1%	1-06	0.9%	74%	False	False	12

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0-02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-00
2.618	135-31
1.618	135-11
1.000	134-31
0.618	134-23
HIGH	134-11
0.618	134-03
0.500	134-01
0.382	133-31
LOW	133-23
0.618	133-11
1.000	133-03
1.618	132-23
2.618	132-03
4.250	131-02

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	134-04	134-05
PP	134-02	134-05
S1	134-01	134-04

Download as Excel Spreadsheet

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

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