ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	142-15	142-00	-0-15	-0.3%	142-10
High	142-16	142-01	-0-15	-0.3%	143-27
Low	141-22	140-31	-0-23	-0.5%	141-22
Close	142-03	141-17	-0-18	-0.4%	142-03
Range	0-26	1-02	0-08	30.8%	2-05
ATR	1-13	1-12	-0-01	-1.4%	0-00
Volume	234,978	288,230	53,252	22.7%	1,544,988

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-22	144-06	142-04
R3	143-20	143-04	141-26
R2	142-18	142-18	141-23
R1	142-02	142-02	141-20	141-25
PP	141-16	141-16	141-16	141-12
S1	141-00	141-00	141-14	140-23
S2	140-14	140-14	141-11
S3	139-12	139-30	141-08
S4	138-10	138-28	140-30

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-00	147-23	143-09
R3	146-27	145-18	142-22
R2	144-22	144-22	142-16
R1	143-13	143-13	142-09	142-31
PP	142-17	142-17	142-17	142-10
S1	141-08	141-08	141-29	140-26
S2	140-12	140-12	141-22
S3	138-07	139-03	141-16
S4	136-02	136-30	140-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-27	140-31	2-28	2.0%	1-05	0.8%	20%	False	True	310,466
10	143-27	140-23	3-04	2.2%	1-08	0.9%	26%	False	False	319,928
20	145-15	140-23	4-24	3.4%	1-12	1.0%	17%	False	False	338,492
40	145-15	140-21	4-26	3.4%	1-12	1.0%	18%	False	False	281,608
60	146-11	139-24	6-19	4.7%	1-17	1.1%	27%	False	False	276,794
80	146-11	134-22	11-21	8.2%	1-19	1.1%	59%	False	False	209,386
100	146-11	134-22	11-21	8.2%	1-18	1.1%	59%	False	False	167,549
120	146-12	134-22	11-22	8.3%	1-16	1.1%	59%	False	False	139,635

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	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146-18
2.618	144-26
1.618	143-24
1.000	143-03
0.618	142-22
HIGH	142-01
0.618	141-20
0.500	141-16
0.382	141-12
LOW	140-31
0.618	140-10
1.000	139-29
1.618	139-08
2.618	138-06
4.250	136-14

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	141-17	142-11
PP	141-16	142-02
S1	141-16	141-26

Download as Excel Spreadsheet

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

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