ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	142-21	143-11	0-22	0.5%	140-19
High	143-08	143-25	0-17	0.4%	143-25
Low	142-07	143-11	1-04	0.8%	140-19
Close	143-02	143-12	0-10	0.2%	143-12
Range	1-01	0-14	-0-19	-57.6%	3-06
ATR	1-08	1-07	-0-01	-3.0%	0-00
Volume	31	39	8	25.8%	152

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	144-26	144-17	143-20
R3	144-12	144-03	143-16
R2	143-30	143-30	143-15
R1	143-21	143-21	143-13	143-26
PP	143-16	143-16	143-16	143-18
S1	143-07	143-07	143-11	143-12
S2	143-02	143-02	143-09
S3	142-20	142-25	143-08
S4	142-06	142-11	143-04

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	152-05	150-30	145-04
R3	148-31	147-24	144-08
R2	145-25	145-25	143-31
R1	144-18	144-18	143-21	145-06
PP	142-19	142-19	142-19	142-28
S1	141-12	141-12	143-03	142-00
S2	139-13	139-13	142-25
S3	136-07	138-06	142-16
S4	133-01	135-00	141-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-25	140-17	3-08	2.3%	1-00	0.7%	88%	True	False	31
10	144-23	140-17	4-06	2.9%	1-01	0.7%	68%	False	False	26
20	144-23	139-11	5-12	3.7%	0-31	0.7%	75%	False	False	82

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	False
Stretch	0-03
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	145-20
2.618	144-30
1.618	144-16
1.000	144-07
0.618	144-02
HIGH	143-25
0.618	143-20
0.500	143-18
0.382	143-16
LOW	143-11
0.618	143-02
1.000	142-29
1.618	142-20
2.618	142-06
4.250	141-16

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	143-18	143-03
PP	143-16	142-27
S1	143-14	142-18

Download as Excel Spreadsheet

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

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