ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	143-02	142-05	-0-29	-0.6%	142-29
High	143-02	142-05	-0-29	-0.6%	145-31
Low	142-00	139-26	-2-06	-1.5%	139-26
Close	141-31	140-26	-1-05	-0.8%	140-26
Range	1-02	2-11	1-09	120.6%	6-05
ATR	1-20	1-22	0-02	3.1%	0-00
Volume	247	124	-123	-49.8%	802

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	147-31	146-23	142-03
R3	145-20	144-12	141-15
R2	143-09	143-09	141-08
R1	142-01	142-01	141-01	141-16
PP	140-30	140-30	140-30	140-21
S1	139-22	139-22	140-19	139-04
S2	138-19	138-19	140-12
S3	136-08	137-11	140-05
S4	133-29	135-00	139-17

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	160-21	156-29	144-06
R3	154-16	150-24	142-16
R2	148-11	148-11	141-30
R1	144-19	144-19	141-12	143-12
PP	142-06	142-06	142-06	141-19
S1	138-14	138-14	140-08	137-08
S2	136-01	136-01	139-22
S3	129-28	132-09	139-04
S4	123-23	126-04	137-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-31	139-26	6-05	4.4%	1-26	1.3%	16%	False	True	160
10	145-31	139-26	6-05	4.4%	1-22	1.2%	16%	False	True	152
20	146-12	138-06	8-06	5.8%	1-17	1.1%	32%	False	False	122
40	146-12	133-13	12-31	9.2%	0-31	0.7%	57%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	152-04
2.618	148-09
1.618	145-30
1.000	144-16
0.618	143-19
HIGH	142-05
0.618	141-08
0.500	141-00
0.382	140-23
LOW	139-26
0.618	138-12
1.000	137-15
1.618	136-01
2.618	133-22
4.250	129-27

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	141-00	142-01
PP	140-30	141-20
S1	140-28	141-07

Download as Excel Spreadsheet

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

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