ECBOT 30 Year Treasury Bond Future September 2012

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

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	136-08	137-11	1-03	0.8%	136-22
High	137-17	137-25	0-08	0.2%	138-01
Low	136-08	135-19	-0-21	-0.5%	136-09
Close	137-01	135-27	-1-06	-0.9%	136-25
Range	1-09	2-06	0-29	70.7%	1-24
ATR	0-28	0-31	0-03	10.8%	0-00
Volume	24	28	4	16.7%	196

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	142-31	141-19	137-02
R3	140-25	139-13	136-14
R2	138-19	138-19	136-08
R1	137-07	137-07	136-01	136-26
PP	136-13	136-13	136-13	136-06
S1	135-01	135-01	135-21	134-20
S2	134-07	134-07	135-14
S3	132-01	132-27	135-08
S4	129-27	130-21	134-20

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	142-09	141-09	137-24
R3	140-17	139-17	137-08
R2	138-25	138-25	137-03
R1	137-25	137-25	136-30	138-09
PP	137-01	137-01	137-01	137-09
S1	136-01	136-01	136-20	136-17
S2	135-09	135-09	136-15
S3	133-17	134-09	136-10
S4	131-25	132-17	135-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138-01	135-19	2-14	1.8%	1-07	0.9%	10%	False	True	48
10	138-01	134-14	3-19	2.6%	0-28	0.7%	39%	False	False	27
20	140-13	134-08	6-05	4.5%	0-20	0.5%	26%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	147-02
2.618	143-16
1.618	141-10
1.000	139-31
0.618	139-04
HIGH	137-25
0.618	136-30
0.500	136-22
0.382	136-14
LOW	135-19
0.618	134-08
1.000	133-13
1.618	132-02
2.618	129-28
4.250	126-10

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	136-22	136-26
PP	136-13	136-15
S1	136-04	136-05

Download as Excel Spreadsheet

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

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