ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	142-28	143-05	0-09	0.2%	143-14
High	143-17	143-15	-0-02	0.0%	145-15
Low	142-15	141-27	-0-20	-0.4%	142-06
Close	143-09	142-10	-0-31	-0.7%	142-13
Range	1-02	1-20	0-18	52.9%	3-09
ATR	1-17	1-17	0-00	0.4%	0-00
Volume	247,709	331,094	83,385	33.7%	1,895,169

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	147-13	146-16	143-07
R3	145-25	144-28	142-24
R2	144-05	144-05	142-20
R1	143-08	143-08	142-15	142-28
PP	142-17	142-17	142-17	142-12
S1	141-20	141-20	142-05	141-08
S2	140-29	140-29	142-00
S3	139-09	140-00	141-28
S4	137-21	138-12	141-13

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-06	151-03	144-07
R3	149-29	147-26	143-10
R2	146-20	146-20	143-00
R1	144-17	144-17	142-23	143-30
PP	143-11	143-11	143-11	143-02
S1	141-08	141-08	142-03	140-21
S2	140-02	140-02	141-26
S3	136-25	137-31	141-16
S4	133-16	134-22	140-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-13	141-27	3-18	2.5%	1-15	1.0%	13%	False	True	349,316
10	145-15	140-29	4-18	3.2%	1-19	1.1%	31%	False	False	363,854
20	145-15	140-21	4-26	3.4%	1-16	1.0%	34%	False	False	328,353
40	146-11	140-21	5-22	4.0%	1-16	1.1%	29%	False	False	267,066
60	146-11	139-24	6-19	4.6%	1-18	1.1%	39%	False	False	231,151
80	146-11	134-22	11-21	8.2%	1-20	1.1%	65%	False	False	173,564
100	146-12	134-22	11-22	8.2%	1-20	1.1%	65%	False	False	138,879
120	146-12	134-05	12-07	8.6%	1-14	1.0%	67%	False	False	115,734

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150-12
2.618	147-23
1.618	146-03
1.000	145-03
0.618	144-15
HIGH	143-15
0.618	142-27
0.500	142-21
0.382	142-15
LOW	141-27
0.618	140-27
1.000	140-07
1.618	139-07
2.618	137-19
4.250	134-30

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	142-21	143-12
PP	142-17	143-01
S1	142-14	142-21

Download as Excel Spreadsheet

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

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