ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	143-12	142-24	-0-20	-0.4%	143-01
High	143-12	142-30	-0-14	-0.3%	144-14
Low	142-24	141-27	-0-29	-0.6%	141-17
Close	142-30	142-04	-0-26	-0.6%	142-21
Range	0-20	1-03	0-15	75.0%	2-29
ATR	1-09	1-08	0-00	-1.0%	0-00
Volume	13,284	4,804	-8,480	-63.8%	1,240,621

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	145-19	144-30	142-23
R3	144-16	143-27	142-14
R2	143-13	143-13	142-10
R1	142-24	142-24	142-07	142-17
PP	142-10	142-10	142-10	142-06
S1	141-21	141-21	142-01	141-14
S2	141-07	141-07	141-30
S3	140-04	140-18	141-26
S4	139-01	139-15	141-17

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-19	150-01	144-08
R3	148-22	147-04	143-15
R2	145-25	145-25	143-06
R1	144-07	144-07	142-30	143-18
PP	142-28	142-28	142-28	142-17
S1	141-10	141-10	142-12	140-20
S2	139-31	139-31	142-04
S3	137-02	138-13	141-27
S4	134-05	135-16	141-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-23	141-27	1-28	1.3%	1-02	0.7%	15%	False	True	10,013
10	144-14	141-17	2-29	2.0%	1-05	0.8%	20%	False	False	163,584
20	144-14	140-23	3-23	2.6%	1-06	0.8%	38%	False	False	244,579
40	145-15	140-21	4-26	3.4%	1-11	0.9%	31%	False	False	288,157
60	146-11	140-21	5-22	4.0%	1-12	1.0%	26%	False	False	260,238
80	146-11	139-24	6-19	4.6%	1-14	1.0%	36%	False	False	238,397
100	146-11	134-22	11-21	8.2%	1-17	1.1%	64%	False	False	190,902
120	146-12	134-22	11-22	8.2%	1-18	1.1%	64%	False	False	159,108

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	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147-19
2.618	145-26
1.618	144-23
1.000	144-01
0.618	143-20
HIGH	142-30
0.618	142-17
0.500	142-12
0.382	142-08
LOW	141-27
0.618	141-05
1.000	140-24
1.618	140-02
2.618	138-31
4.250	137-06

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	142-12	142-25
PP	142-10	142-18
S1	142-07	142-11

Download as Excel Spreadsheet

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

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