ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 15-Dec-2011

Day Change Summary
	Previous	Current
	14-Dec-2011	15-Dec-2011	Change	Change %	Previous Week
Open	142-00	143-08	1-08	0.9%	139-16
High	143-01	143-16	0-15	0.3%	141-11
Low	142-00	142-23	0-23	0.5%	139-11
Close	143-01	142-23	-0-10	-0.2%	139-23
Range	1-01	0-25	-0-08	-24.2%	2-00
ATR
Volume	66	5	-61	-92.4%	812

Daily Pivots for day following 15-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	145-10	144-26	143-05
R3	144-17	144-01	142-30
R2	143-24	143-24	142-28
R1	143-08	143-08	142-25	143-04
PP	142-31	142-31	142-31	142-29
S1	142-15	142-15	142-21	142-10
S2	142-06	142-06	142-18
S3	141-13	141-22	142-16
S4	140-20	140-29	142-09

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	146-04	144-30	140-26
R3	144-04	142-30	140-09
R2	142-04	142-04	140-03
R1	140-30	140-30	139-29	141-17
PP	140-04	140-04	140-04	140-14
S1	138-30	138-30	139-17	139-17
S2	138-04	138-04	139-11
S3	136-04	136-30	139-05
S4	134-04	134-30	138-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-16	139-22	3-26	2.7%	1-01	0.7%	80%	True	False	127
10	143-16	139-11	4-05	2.9%	0-29	0.6%	81%	True	False	138

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0-02
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	146-26
2.618	145-17
1.618	144-24
1.000	144-09
0.618	143-31
HIGH	143-16
0.618	143-06
0.500	143-04
0.382	143-01
LOW	142-23
0.618	142-08
1.000	141-30
1.618	141-15
2.618	140-22
4.250	139-13

Fisher Pivots for day following 15-Dec-2011
Pivot	1 day	3 day
R1	143-04	142-13
PP	142-31	142-03
S1	142-27	141-26

Download as Excel Spreadsheet

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

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