ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	136-11	136-17	0-06	0.1%	135-26
High	136-11	138-30	2-19	1.9%	138-30
Low	136-11	136-16	0-05	0.1%	134-05
Close	136-11	139-11	3-00	2.2%	139-11
Range	0-00	2-14	2-14		4-25
ATR	1-06	1-09	0-03	8.4%	0-00
Volume	8	8	0	0.0%	27

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	145-18	144-29	140-22
R3	143-04	142-15	140-00
R2	140-22	140-22	139-25
R1	140-01	140-01	139-18	140-12
PP	138-08	138-08	138-08	138-14
S1	137-19	137-19	139-04	137-30
S2	135-26	135-26	138-29
S3	133-12	135-05	138-22
S4	130-30	132-23	138-00

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	151-26	150-12	141-31
R3	147-01	145-19	140-21
R2	142-08	142-08	140-07
R1	140-26	140-26	139-25	141-17
PP	137-15	137-15	137-15	137-27
S1	136-01	136-01	138-29	136-24
S2	132-22	132-22	138-15
S3	127-29	131-08	138-01
S4	123-04	126-15	136-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-30	134-05	4-25	3.4%	0-29	0.7%	108%	True	False	5
10	138-30	134-05	4-25	3.4%	0-16	0.4%	108%	True	False	4
20	138-30	129-00	9-30	7.1%	0-23	0.5%	104%	True	False	10

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	0-01
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	149-10
2.618	145-10
1.618	142-28
1.000	141-12
0.618	140-14
HIGH	138-30
0.618	138-00
0.500	137-23
0.382	137-14
LOW	136-16
0.618	135-00
1.000	134-02
1.618	132-18
2.618	130-04
4.250	126-04

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	138-26	138-22
PP	138-08	138-01
S1	137-23	137-12

Download as Excel Spreadsheet

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

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