ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	144-05	142-23	-1-14	-1.0%	144-30
High	144-14	143-00	-1-14	-1.0%	145-13
Low	142-12	141-24	-0-20	-0.4%	141-24
Close	142-26	141-28	-0-30	-0.7%	141-28
Range	2-02	1-08	-0-26	-39.4%	3-21
ATR	1-17	1-16	-0-01	-1.3%	0-00
Volume	341,264	300,413	-40,851	-12.0%	1,181,642

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	145-31	145-05	142-18
R3	144-23	143-29	142-07
R2	143-15	143-15	142-03
R1	142-21	142-21	142-00	142-14
PP	142-07	142-07	142-07	142-03
S1	141-13	141-13	141-24	141-06
S2	140-31	140-31	141-21
S3	139-23	140-05	141-17
S4	138-15	138-29	141-06

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-31	151-19	143-28
R3	150-10	147-30	142-28
R2	146-21	146-21	142-17
R1	144-09	144-09	142-07	143-20
PP	143-00	143-00	143-00	142-22
S1	140-20	140-20	141-17	140-00
S2	139-11	139-11	141-07
S3	135-22	136-31	140-28
S4	132-01	133-10	139-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-13	141-24	3-21	2.6%	1-17	1.1%	3%	False	True	300,721
10	145-13	141-10	4-03	2.9%	1-14	1.0%	14%	False	False	283,152
20	145-13	141-10	4-03	2.9%	1-11	0.9%	14%	False	False	220,606
40	146-11	139-24	6-19	4.6%	1-19	1.1%	32%	False	False	240,513
60	146-11	134-22	11-21	8.2%	1-22	1.2%	62%	False	False	161,410
80	146-11	134-22	11-21	8.2%	1-20	1.1%	62%	False	False	121,107
100	146-12	134-05	12-07	8.6%	1-17	1.1%	63%	False	False	96,898
120	146-12	126-04	20-08	14.3%	1-12	1.0%	78%	False	False	80,750

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-12
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	148-10
2.618	146-09
1.618	145-01
1.000	144-08
0.618	143-25
HIGH	143-00
0.618	142-17
0.500	142-12
0.382	142-07
LOW	141-24
0.618	140-31
1.000	140-16
1.618	139-23
2.618	138-15
4.250	136-14

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	142-12	143-18
PP	142-07	143-00
S1	142-01	142-14

Download as Excel Spreadsheet

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

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