ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	139-04	139-18	0-14	0.3%	140-05
High	139-04	140-06	1-02	0.8%	140-31
Low	139-04	139-18	0-14	0.3%	138-08
Close	139-04	140-10	1-06	0.9%	140-10
Range	0-00	0-20	0-20		2-23
ATR	1-09	1-08	0-00	-1.2%	0-00
Volume	14	14	0	0.0%	52

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	141-29	141-23	140-21
R3	141-09	141-03	140-16
R2	140-21	140-21	140-14
R1	140-15	140-15	140-12	140-18
PP	140-01	140-01	140-01	140-02
S1	139-27	139-27	140-08	139-30
S2	139-13	139-13	140-06
S3	138-25	139-07	140-04
S4	138-05	138-19	139-31

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	148-00	146-28	141-26
R3	145-09	144-05	141-02
R2	142-18	142-18	140-26
R1	141-14	141-14	140-18	142-00
PP	139-27	139-27	139-27	140-04
S1	138-23	138-23	140-02	139-09
S2	137-04	137-04	139-26
S3	134-13	136-00	139-18
S4	131-22	133-09	138-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-31	136-16	4-15	3.2%	1-00	0.7%	85%	False	False	12
10	140-31	134-05	6-26	4.9%	0-23	0.5%	90%	False	False	8
20	140-31	133-13	7-18	5.4%	0-14	0.3%	91%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142-27
2.618	141-26
1.618	141-06
1.000	140-26
0.618	140-18
HIGH	140-06
0.618	139-30
0.500	139-28
0.382	139-26
LOW	139-18
0.618	139-06
1.000	138-30
1.618	138-18
2.618	137-30
4.250	136-29

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	140-05	139-30
PP	140-01	139-19
S1	139-28	139-07

Download as Excel Spreadsheet

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

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