ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	143-08	143-12	0-04	0.1%	142-28
High	143-27	143-23	-0-04	-0.1%	143-17
Low	142-29	141-30	-0-31	-0.7%	140-23
Close	143-10	142-09	-1-01	-0.7%	142-25
Range	0-30	1-25	0-27	90.0%	2-26
ATR	1-13	1-14	0-01	1.8%	0-00
Volume	336,026	375,737	39,711	11.8%	1,613,777

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-00	146-29	143-08
R3	146-07	145-04	142-25
R2	144-14	144-14	142-19
R1	143-11	143-11	142-14	143-00
PP	142-21	142-21	142-21	142-15
S1	141-18	141-18	142-04	141-07
S2	140-28	140-28	141-31
S3	139-03	139-25	141-25
S4	137-10	138-00	141-10

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	150-25	149-19	144-10
R3	147-31	146-25	143-18
R2	145-05	145-05	143-10
R1	143-31	143-31	143-01	143-05
PP	142-11	142-11	142-11	141-30
S1	141-05	141-05	142-17	140-11
S2	139-17	139-17	142-08
S3	136-23	138-11	142-00
S4	133-29	135-17	141-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-27	141-20	2-07	1.6%	1-09	0.9%	30%	False	False	323,071
10	144-29	140-23	4-06	2.9%	1-14	1.0%	37%	False	False	338,355
20	145-15	140-21	4-26	3.4%	1-14	1.0%	34%	False	False	342,181
40	146-03	140-21	5-14	3.8%	1-13	1.0%	30%	False	False	279,996
60	146-11	139-24	6-19	4.6%	1-17	1.1%	38%	False	False	269,695
80	146-11	134-22	11-21	8.2%	1-20	1.1%	65%	False	False	202,849
100	146-11	134-22	11-21	8.2%	1-19	1.1%	65%	False	False	162,320
120	146-12	134-05	12-07	8.6%	1-16	1.1%	66%	False	False	135,275

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	151-09
2.618	148-12
1.618	146-19
1.000	145-16
0.618	144-26
HIGH	143-23
0.618	143-01
0.500	142-26
0.382	142-20
LOW	141-30
0.618	140-27
1.000	140-05
1.618	139-02
2.618	137-09
4.250	134-12

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	142-26	142-28
PP	142-21	142-22
S1	142-15	142-16

Download as Excel Spreadsheet

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

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