ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	140-30	141-01	0-03	0.1%	143-30
High	141-12	142-18	1-06	0.8%	144-16
Low	140-16	141-01	0-17	0.4%	140-03
Close	141-18	142-04	0-18	0.4%	142-04
Range	0-28	1-17	0-21	75.0%	4-13
ATR	1-17	1-17	0-00	0.1%	0-00
Volume	127	78	-49	-38.6%	723

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	146-16	145-27	142-31
R3	144-31	144-10	142-17
R2	143-14	143-14	142-13
R1	142-25	142-25	142-08	143-04
PP	141-29	141-29	141-29	142-02
S1	141-08	141-08	142-00	141-18
S2	140-12	140-12	141-27
S3	138-27	139-23	141-23
S4	137-10	138-06	141-09

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	155-15	153-06	144-18
R3	151-02	148-25	143-11
R2	146-21	146-21	142-30
R1	144-12	144-12	142-17	143-10
PP	142-08	142-08	142-08	141-22
S1	139-31	139-31	141-23	138-29
S2	137-27	137-27	141-10
S3	133-14	135-18	140-29
S4	129-01	131-05	139-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-16	140-03	4-13	3.1%	1-17	1.1%	46%	False	False	144
10	146-12	139-13	6-31	4.9%	1-25	1.3%	39%	False	False	136
20	146-12	136-16	9-28	6.9%	1-10	0.9%	57%	False	False	85
40	146-12	129-00	17-12	12.2%	0-31	0.7%	76%	False	False	47

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	0-06
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	149-02
2.618	146-18
1.618	145-01
1.000	144-03
0.618	143-16
HIGH	142-18
0.618	141-31
0.500	141-26
0.382	141-20
LOW	141-01
0.618	140-03
1.000	139-16
1.618	138-18
2.618	137-01
4.250	134-17

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	142-00	141-28
PP	141-29	141-19
S1	141-26	141-10

Download as Excel Spreadsheet

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

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