ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	141-07	141-22	0-15	0.3%	141-27
High	141-15	142-21	1-06	0.8%	142-08
Low	141-07	141-22	0-15	0.3%	140-00
Close	141-13	142-18	1-05	0.8%	141-19
Range	0-08	0-31	0-23	287.5%	2-08
ATR	1-03	1-04	0-00	1.0%	0-00
Volume	4	17	13	325.0%	60

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	145-07	144-27	143-03
R3	144-08	143-28	142-27
R2	143-09	143-09	142-24
R1	142-29	142-29	142-21	143-03
PP	142-10	142-10	142-10	142-12
S1	141-30	141-30	142-15	142-04
S2	141-11	141-11	142-12
S3	140-12	140-31	142-09
S4	139-13	140-00	142-01

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-01	147-02	142-27
R3	145-25	144-26	142-07
R2	143-17	143-17	142-00
R1	142-18	142-18	141-26	141-30
PP	141-09	141-09	141-09	140-31
S1	140-10	140-10	141-12	139-22
S2	139-01	139-01	141-06
S3	136-25	138-02	140-31
S4	134-17	135-26	140-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-21	140-00	2-21	1.9%	0-25	0.5%	96%	True	False	14
10	143-25	140-00	3-25	2.7%	0-28	0.6%	68%	False	False	18
20	144-23	140-00	4-23	3.3%	0-31	0.7%	54%	False	False	29

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	146-25
2.618	145-06
1.618	144-07
1.000	143-20
0.618	143-08
HIGH	142-21
0.618	142-09
0.500	142-06
0.382	142-02
LOW	141-22
0.618	141-03
1.000	140-23
1.618	140-04
2.618	139-05
4.250	137-18

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	142-14	142-11
PP	142-10	142-05
S1	142-06	141-30

Download as Excel Spreadsheet

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

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