ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 19-Sep-2011

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	138-17	139-13	0-28	0.6%	141-05
High	138-24	141-03	2-11	1.7%	141-05
Low	138-17	139-13	0-28	0.6%	138-06
Close	138-18	141-00	2-14	1.8%	138-18
Range	0-07	1-22	1-15	671.4%	2-31
ATR	1-05	1-08	0-03	8.6%	0-00
Volume	136	9	-127	-93.4%	274

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	145-18	144-31	141-30
R3	143-28	143-09	141-15
R2	142-06	142-06	141-10
R1	141-19	141-19	141-05	141-28
PP	140-16	140-16	140-16	140-21
S1	139-29	139-29	140-27	140-06
S2	138-26	138-26	140-22
S3	137-04	138-07	140-17
S4	135-14	136-17	140-02

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	148-07	146-11	140-06
R3	145-08	143-12	139-12
R2	142-09	142-09	139-03
R1	140-13	140-13	138-27	139-28
PP	139-10	139-10	139-10	139-01
S1	137-14	137-14	138-09	136-28
S2	136-11	136-11	138-01
S3	133-12	134-15	137-24
S4	130-13	131-16	136-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-03	138-06	2-29	2.1%	0-27	0.6%	97%	True	False	53
10	141-05	138-06	2-31	2.1%	0-25	0.6%	95%	False	False	33
20	141-05	134-05	7-00	5.0%	0-21	0.5%	98%	False	False	18
40	141-05	122-03	19-02	13.5%	0-20	0.5%	99%	False	False	14

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-01
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	148-08
2.618	145-16
1.618	143-26
1.000	142-25
0.618	142-04
HIGH	141-03
0.618	140-14
0.500	140-08
0.382	140-02
LOW	139-13
0.618	138-12
1.000	137-23
1.618	136-22
2.618	135-00
4.250	132-08

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	140-24	140-18
PP	140-16	140-03
S1	140-08	139-20

Download as Excel Spreadsheet

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

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