ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	142-00	141-09	-0-23	-0.5%	142-10
High	142-01	142-14	0-13	0.3%	143-27
Low	140-31	141-00	0-01	0.0%	141-22
Close	141-17	142-08	0-23	0.5%	142-03
Range	1-02	1-14	0-12	35.3%	2-05
ATR	1-12	1-12	0-00	0.3%	0-00
Volume	288,230	320,136	31,906	11.1%	1,544,988

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	146-07	145-21	143-01
R3	144-25	144-07	142-21
R2	143-11	143-11	142-16
R1	142-25	142-25	142-12	143-02
PP	141-29	141-29	141-29	142-01
S1	141-11	141-11	142-04	141-20
S2	140-15	140-15	142-00
S3	139-01	139-29	141-27
S4	137-19	138-15	141-15

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%	1-07	0.8%	45%	False	False	311,021
10	143-27	140-23	3-04	2.2%	1-07	0.9%	49%	False	False	318,832
20	145-15	140-23	4-24	3.3%	1-13	1.0%	32%	False	False	341,343
40	145-15	140-21	4-26	3.4%	1-12	1.0%	33%	False	False	286,035
60	146-11	139-24	6-19	4.6%	1-17	1.1%	38%	False	False	280,727
80	146-11	134-22	11-21	8.2%	1-19	1.1%	65%	False	False	213,385
100	146-11	134-22	11-21	8.2%	1-19	1.1%	65%	False	False	170,748
120	146-12	134-22	11-22	8.2%	1-17	1.1%	65%	False	False	142,303

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	148-18
2.618	146-06
1.618	144-24
1.000	143-28
0.618	143-10
HIGH	142-14
0.618	141-28
0.500	141-23
0.382	141-18
LOW	141-00
0.618	140-04
1.000	139-18
1.618	138-22
2.618	137-08
4.250	134-28

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	142-02	142-02
PP	141-29	141-29
S1	141-23	141-24

Download as Excel Spreadsheet

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

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