ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	143-11	141-27	-1-16	-1.0%	140-19
High	143-25	142-08	-1-17	-1.1%	143-25
Low	143-11	141-21	-1-22	-1.2%	140-19
Close	143-12	141-21	-1-23	-1.2%	143-12
Range	0-14	0-19	0-05	35.7%	3-06
ATR	1-07	1-08	0-01	3.0%	0-00
Volume	39	32	-7	-17.9%	152

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	143-20	143-08	141-31
R3	143-01	142-21	141-26
R2	142-14	142-14	141-24
R1	142-02	142-02	141-23	141-30
PP	141-27	141-27	141-27	141-26
S1	141-15	141-15	141-19	141-12
S2	141-08	141-08	141-18
S3	140-21	140-28	141-16
S4	140-02	140-09	141-11

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	140-19	3-06	2.3%	0-27	0.6%	33%	False	False	36
10	144-23	140-17	4-06	3.0%	0-30	0.7%	27%	False	False	27
20	144-23	139-11	5-12	3.8%	0-31	0.7%	43%	False	False	73

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	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144-25
2.618	143-26
1.618	143-07
1.000	142-27
0.618	142-20
HIGH	142-08
0.618	142-01
0.500	141-30
0.382	141-28
LOW	141-21
0.618	141-09
1.000	141-02
1.618	140-22
2.618	140-03
4.250	139-04

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	141-30	142-23
PP	141-27	142-12
S1	141-24	142-00

Download as Excel Spreadsheet

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

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