ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	140-01	139-19	-0-14	-0.3%	143-19
High	140-06	142-00	1-26	1.3%	143-28
Low	139-19	139-19	0-00	0.0%	140-12
Close	139-23	140-11	0-20	0.4%	140-14
Range	0-19	2-13	1-26	305.3%	3-16
ATR	1-04	1-07	0-03	8.1%	0-00
Volume	135	107	-28	-20.7%	1,520

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	147-28	146-16	141-21
R3	145-15	144-03	141-00
R2	143-02	143-02	140-25
R1	141-22	141-22	140-18	142-12
PP	140-21	140-21	140-21	141-00
S1	139-09	139-09	140-04	139-31
S2	138-08	138-08	139-29
S3	135-27	136-28	139-22
S4	133-14	134-15	139-01

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-02	149-24	142-12
R3	148-18	146-08	141-13
R2	145-02	145-02	141-03
R1	142-24	142-24	140-24	142-05
PP	141-18	141-18	141-18	141-08
S1	139-08	139-08	140-04	138-21
S2	138-02	138-02	139-25
S3	134-18	135-24	139-15
S4	131-02	132-08	138-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-00	139-11	3-21	2.6%	1-15	1.1%	27%	False	False	278
10	143-28	139-11	4-17	3.2%	1-07	0.9%	22%	False	False	399
20	143-28	139-11	4-17	3.2%	1-01	0.7%	22%	False	False	211

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	0-04
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	152-07
2.618	148-10
1.618	145-29
1.000	144-13
0.618	143-16
HIGH	142-00
0.618	141-03
0.500	140-26
0.382	140-16
LOW	139-19
0.618	138-03
1.000	137-06
1.618	135-22
2.618	133-09
4.250	129-12

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	140-26	140-22
PP	140-21	140-18
S1	140-16	140-14

Download as Excel Spreadsheet

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

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