ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	137-09	138-00	0-23	0.5%	133-13
High	137-16	138-03	0-19	0.4%	137-20
Low	137-09	138-00	0-23	0.5%	133-13
Close	137-30	137-28	-0-02	0.0%	137-30
Range	0-07	0-03	-0-04	-57.1%	4-07
ATR	1-08	1-05	-0-02	-6.2%	0-00
Volume	46	3	-43	-93.5%	63

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	138-09	138-05	137-30
R3	138-06	138-02	137-29
R2	138-03	138-03	137-29
R1	137-31	137-31	137-28	138-00
PP	138-00	138-00	138-00	138-00
S1	137-28	137-28	137-28	137-28
S2	137-29	137-29	137-27
S3	137-26	137-25	137-27
S4	137-23	137-22	137-26

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	148-31	147-22	140-08
R3	144-24	143-15	139-03
R2	140-17	140-17	138-23
R1	139-08	139-08	138-10	139-28
PP	136-10	136-10	136-10	136-21
S1	135-01	135-01	137-18	135-22
S2	132-03	132-03	137-05
S3	127-28	130-26	136-25
S4	123-21	126-19	135-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-03	134-09	3-26	2.8%	0-02	0.0%	94%	True	False	12
10	138-03	132-19	5-16	4.0%	0-21	0.5%	96%	True	False	17
20	138-03	122-13	15-22	11.4%	0-20	0.5%	99%	True	False	10

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	True
Stretch	0-02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138-16
2.618	138-11
1.618	138-08
1.000	138-06
0.618	138-05
HIGH	138-03
0.618	138-02
0.500	138-02
0.382	138-01
LOW	138-00
0.618	137-30
1.000	137-29
1.618	137-27
2.618	137-24
4.250	137-19

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	138-02	137-26
PP	138-00	137-24
S1	137-30	137-22

Download as Excel Spreadsheet

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

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