ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	141-01	142-29	1-28	1.3%	143-30
High	142-18	145-12	2-26	2.0%	144-16
Low	141-01	142-27	1-26	1.3%	140-03
Close	142-04	144-28	2-24	1.9%	142-04
Range	1-17	2-17	1-00	65.3%	4-13
ATR	1-17	1-21	0-04	8.2%	0-00
Volume	78	51	-27	-34.6%	723

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	151-31	150-30	146-09
R3	149-14	148-13	145-18
R2	146-29	146-29	145-11
R1	145-28	145-28	145-03	146-12
PP	144-12	144-12	144-12	144-20
S1	143-11	143-11	144-21	143-28
S2	141-27	141-27	144-13
S3	139-10	140-26	144-06
S4	136-25	138-09	143-15

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	145-12	140-03	5-09	3.6%	1-20	1.1%	91%	True	False	115
10	146-12	140-03	6-09	4.3%	1-28	1.3%	76%	False	False	141
20	146-12	138-06	8-06	5.7%	1-11	0.9%	82%	False	False	87
40	146-12	129-00	17-12	12.0%	1-01	0.7%	91%	False	False	48

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	0-06
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	156-04
2.618	152-00
1.618	149-15
1.000	147-29
0.618	146-30
HIGH	145-12
0.618	144-13
0.500	144-04
0.382	143-26
LOW	142-27
0.618	141-09
1.000	140-10
1.618	138-24
2.618	136-07
4.250	132-03

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	144-20	144-07
PP	144-12	143-19
S1	144-04	142-30

Download as Excel Spreadsheet

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

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