ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	140-16	142-25	2-09	1.6%	141-05
High	142-29	146-03	3-06	2.2%	141-05
Low	140-13	142-24	2-11	1.7%	138-06
Close	142-17	145-21	3-04	2.2%	138-18
Range	2-16	3-11	0-27	33.8%	2-31
ATR	1-09	1-14	0-05	12.9%	0-00
Volume	56	164	108	192.9%	274

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	154-28	153-19	147-16
R3	151-17	150-08	146-18
R2	148-06	148-06	146-09
R1	146-29	146-29	145-31	147-18
PP	144-27	144-27	144-27	145-05
S1	143-18	143-18	145-11	144-06
S2	141-16	141-16	145-01
S3	138-05	140-07	144-24
S4	134-26	136-28	143-26

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	146-03	138-17	7-18	5.2%	1-18	1.1%	94%	True	False	98
10	146-03	138-06	7-29	5.4%	1-06	0.8%	94%	True	False	64
20	146-03	134-05	11-30	8.2%	0-30	0.6%	96%	True	False	35
40	146-03	123-04	22-31	15.8%	0-25	0.5%	98%	True	False	22

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	0-00
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	160-10
2.618	154-27
1.618	151-16
1.000	149-14
0.618	148-05
HIGH	146-03
0.618	144-26
0.500	144-14
0.382	144-01
LOW	142-24
0.618	140-22
1.000	139-13
1.618	137-11
2.618	134-00
4.250	128-17

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	145-08	144-27
PP	144-27	144-02
S1	144-14	143-08

Download as Excel Spreadsheet

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

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