ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	143-21	142-28	-0-25	-0.5%	142-05
High	143-28	143-00	-0-28	-0.6%	143-25
Low	142-20	141-07	-1-13	-1.0%	141-07
Close	142-24	141-12	-1-12	-1.0%	143-18
Range	1-08	1-25	0-17	42.5%	2-18
ATR	1-03	1-05	0-02	4.4%	0-00
Volume	185	420	235	127.0%	2,110

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	147-07	146-02	142-11
R3	145-14	144-09	141-28
R2	143-21	143-21	141-22
R1	142-16	142-16	141-17	142-06
PP	141-28	141-28	141-28	141-22
S1	140-23	140-23	141-07	140-13
S2	140-03	140-03	141-02
S3	138-10	138-30	140-28
S4	136-17	137-05	140-13

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	150-17	149-20	144-31
R3	147-31	147-02	144-09
R2	145-13	145-13	144-01
R1	144-16	144-16	143-26	144-30
PP	142-27	142-27	142-27	143-03
S1	141-30	141-30	143-10	142-12
S2	140-09	140-09	143-03
S3	137-23	139-12	142-27
S4	135-05	136-26	142-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-28	141-07	2-21	1.9%	1-04	0.8%	6%	False	True	599
10	143-28	140-00	3-28	2.7%	0-31	0.7%	35%	False	False	307
20	144-00	140-00	4-00	2.8%	0-30	0.7%	34%	False	False	165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	150-18
2.618	147-21
1.618	145-28
1.000	144-25
0.618	144-03
HIGH	143-00
0.618	142-10
0.500	142-04
0.382	141-29
LOW	141-07
0.618	140-04
1.000	139-14
1.618	138-11
2.618	136-18
4.250	133-21

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	142-04	142-18
PP	141-28	142-05
S1	141-20	141-24

Download as Excel Spreadsheet

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

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