ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	149-00	149-25	0-25	0.5%	150-09
High	150-09	150-05	-0-04	-0.1%	151-07
Low	149-00	149-16	0-16	0.3%	148-21
Close	150-06	149-26	-0-12	-0.2%	149-00
Range	1-09	0-21	-0-20	-48.8%	2-18
ATR	1-12	1-10	-0-02	-3.5%	0-00
Volume	368	620	252	68.5%	1,434

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-25	151-15	150-06
R3	151-04	150-26	150-00
R2	150-15	150-15	149-30
R1	150-05	150-05	149-28	150-10
PP	149-26	149-26	149-26	149-29
S1	149-16	149-16	149-24	149-21
S2	149-05	149-05	149-22
S3	148-16	148-27	149-20
S4	147-27	148-06	149-14

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-10	155-23	150-13
R3	154-24	153-05	149-23
R2	152-06	152-06	149-15
R1	150-19	150-19	149-08	150-04
PP	149-20	149-20	149-20	149-12
S1	148-01	148-01	148-24	147-18
S2	147-02	147-02	148-17
S3	144-16	145-15	148-09
S4	141-30	142-29	147-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-18	148-21	1-29	1.3%	1-06	0.8%	61%	False	False	456
10	151-07	148-20	2-19	1.7%	1-08	0.8%	46%	False	False	307
20	153-20	148-01	5-19	3.7%	1-15	1.0%	32%	False	False	286
40	153-20	141-15	12-05	8.1%	1-04	0.7%	69%	False	False	235

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	152-30
2.618	151-28
1.618	151-07
1.000	150-26
0.618	150-18
HIGH	150-05
0.618	149-29
0.500	149-26
0.382	149-24
LOW	149-16
0.618	149-03
1.000	148-27
1.618	148-14
2.618	147-25
4.250	146-23

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	149-26	149-24
PP	149-26	149-21
S1	149-26	149-19

Download as Excel Spreadsheet

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

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