ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	139-13	140-25	1-12	1.0%	141-05
High	141-03	140-29	-0-06	-0.1%	141-05
Low	139-13	140-25	1-12	1.0%	138-06
Close	141-00	140-21	-0-11	-0.2%	138-18
Range	1-22	0-04	-1-18	-92.6%	2-31
ATR	1-08	1-06	-0-02	-5.9%	0-00
Volume	9	128	119	1,322.2%	274

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	141-05	141-01	140-23
R3	141-01	140-29	140-22
R2	140-29	140-29	140-22
R1	140-25	140-25	140-21	140-25
PP	140-25	140-25	140-25	140-25
S1	140-21	140-21	140-21	140-21
S2	140-21	140-21	140-20
S3	140-17	140-17	140-20
S4	140-13	140-13	140-19

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%	0-22	0.5%	85%	False	False	79
10	141-05	138-06	2-31	2.1%	0-22	0.5%	83%	False	False	45
20	141-05	134-05	7-00	5.0%	0-21	0.5%	93%	False	False	25
40	141-05	122-13	18-24	13.3%	0-20	0.5%	97%	False	False	17

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-00
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	141-14
2.618	141-07
1.618	141-03
1.000	141-01
0.618	140-31
HIGH	140-29
0.618	140-27
0.500	140-27
0.382	140-27
LOW	140-25
0.618	140-23
1.000	140-21
1.618	140-19
2.618	140-15
4.250	140-08

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	140-27	140-12
PP	140-25	140-03
S1	140-23	139-26

Download as Excel Spreadsheet

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

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