ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	135-20	134-24	-0-28	-0.6%	139-26
High	135-20	135-18	-0-02	0.0%	140-29
Low	135-20	134-24	-0-28	-0.6%	139-07
Close	135-20	135-17	-0-03	-0.1%	139-07
Range	0-00	0-26	0-26		1-22
ATR
Volume	100	36	-64	-64.0%	40

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-23	137-14	135-31
R3	136-29	136-20	135-24
R2	136-03	136-03	135-22
R1	135-26	135-26	135-19	135-30
PP	135-09	135-09	135-09	135-11
S1	135-00	135-00	135-15	135-04
S2	134-15	134-15	135-12
S3	133-21	134-06	135-10
S4	132-27	133-12	135-03

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-27	143-23	140-05
R3	143-05	142-01	139-22
R2	141-15	141-15	139-17
R1	140-11	140-11	139-12	140-02
PP	139-25	139-25	139-25	139-20
S1	138-21	138-21	139-02	138-12
S2	138-03	138-03	138-29
S3	136-13	136-31	138-24
S4	134-23	135-09	138-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-14	134-24	4-22	3.5%	0-07	0.2%	17%	False	True	32
10	140-29	134-24	6-05	4.5%	0-04	0.1%	13%	False	True	20

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	0-00
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	139-00
2.618	137-22
1.618	136-28
1.000	136-12
0.618	136-02
HIGH	135-18
0.618	135-08
0.500	135-05
0.382	135-02
LOW	134-24
0.618	134-08
1.000	133-30
1.618	133-14
2.618	132-20
4.250	131-10

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	135-13	136-23
PP	135-09	136-10
S1	135-05	135-30

Download as Excel Spreadsheet

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

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