ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	151-29	152-07	0-10	0.2%	149-00
High	152-25	152-26	0-01	0.0%	151-01
Low	151-17	152-06	0-21	0.4%	148-27
Close	152-08	152-24	0-16	0.3%	150-29
Range	1-08	0-20	-0-20	-50.0%	2-06
ATR	1-08	1-06	-0-01	-3.6%	0-00
Volume	85	112	27	31.8%	2,587

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-15	154-07	153-03
R3	153-27	153-19	152-30
R2	153-07	153-07	152-28
R1	152-31	152-31	152-26	153-03
PP	152-19	152-19	152-19	152-20
S1	152-11	152-11	152-22	152-15
S2	151-31	151-31	152-20
S3	151-11	151-23	152-18
S4	150-23	151-03	152-13

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-26	156-02	152-04
R3	154-20	153-28	151-16
R2	152-14	152-14	151-10
R1	151-22	151-22	151-03	152-02
PP	150-08	150-08	150-08	150-14
S1	149-16	149-16	150-23	149-28
S2	148-02	148-02	150-16
S3	145-28	147-10	150-10
S4	143-22	145-04	149-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-26	150-06	2-20	1.7%	0-28	0.6%	98%	True	False	203
10	152-26	148-21	4-05	2.7%	1-03	0.7%	98%	True	False	442
20	152-26	148-21	4-05	2.7%	1-04	0.7%	98%	True	False	398
40	153-20	145-14	8-06	5.4%	1-08	0.8%	89%	False	False	343

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-03
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	155-15
2.618	154-14
1.618	153-26
1.000	153-14
0.618	153-06
HIGH	152-26
0.618	152-18
0.500	152-16
0.382	152-14
LOW	152-06
0.618	151-26
1.000	151-18
1.618	151-06
2.618	150-18
4.250	149-17

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	152-21	152-17
PP	152-19	152-09
S1	152-16	152-02

Download as Excel Spreadsheet

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

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