ECBOT 30 Year Treasury Bond Future March 2012

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

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	139-18	141-05	1-19	1.1%	140-05
High	140-06	141-05	0-31	0.7%	140-31
Low	139-18	140-02	0-16	0.4%	138-08
Close	140-10	140-12	0-02	0.0%	140-10
Range	0-20	1-03	0-15	75.0%	2-23
ATR	1-08	1-08	0-00	-1.0%	0-00
Volume	14	14	0	0.0%	52

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	143-26	143-06	140-31
R3	142-23	142-03	140-22
R2	141-20	141-20	140-18
R1	141-00	141-00	140-15	140-24
PP	140-17	140-17	140-17	140-13
S1	139-29	139-29	140-09	139-22
S2	139-14	139-14	140-06
S3	138-11	138-26	140-02
S4	137-08	137-23	139-25

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	141-05	138-08	2-29	2.1%	0-24	0.5%	73%	True	False	13
10	141-05	134-05	7-00	5.0%	0-26	0.6%	89%	True	False	9
20	141-05	133-13	7-24	5.5%	0-14	0.3%	90%	True	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	145-26
2.618	144-01
1.618	142-30
1.000	142-08
0.618	141-27
HIGH	141-05
0.618	140-24
0.500	140-20
0.382	140-15
LOW	140-02
0.618	139-12
1.000	138-31
1.618	138-09
2.618	137-06
4.250	135-13

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	140-20	140-10
PP	140-17	140-07
S1	140-14	140-04

Download as Excel Spreadsheet

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

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