ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 10-Apr-2012

Day Change Summary
	Previous	Current
	09-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	139-12	139-06	-0-06	-0.1%	136-08
High	139-28	140-21	0-25	0.6%	139-11
Low	139-12	139-04	-0-08	-0.2%	135-19
Close	139-23	140-17	0-26	0.6%	139-11
Range	0-16	1-17	1-01	206.3%	3-24
ATR	0-31	1-01	0-01	4.0%	0-00
Volume	12	14	2	16.7%	203

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-22	144-05	141-12
R3	143-05	142-20	140-30
R2	141-20	141-20	140-26
R1	141-03	141-03	140-21	141-12
PP	140-03	140-03	140-03	140-08
S1	139-18	139-18	140-13	139-26
S2	138-18	138-18	140-08
S3	137-01	138-01	140-04
S4	135-16	136-16	139-22

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-11	148-03	141-13
R3	145-19	144-11	140-12
R2	141-27	141-27	140-01
R1	140-19	140-19	139-22	141-07
PP	138-03	138-03	138-03	138-13
S1	136-27	136-27	139-00	137-15
S2	134-11	134-11	138-21
S3	130-19	133-03	138-10
S4	126-27	129-11	137-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-21	136-07	4-14	3.2%	0-29	0.6%	97%	True	False	35
10	140-21	135-19	5-02	3.6%	1-02	0.8%	98%	True	False	42
20	140-21	134-08	6-13	4.6%	0-27	0.6%	98%	True	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	147-05
2.618	144-21
1.618	143-04
1.000	142-06
0.618	141-19
HIGH	140-21
0.618	140-02
0.500	139-28
0.382	139-23
LOW	139-04
0.618	138-06
1.000	137-19
1.618	136-21
2.618	135-04
4.250	132-20

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	140-10	140-01
PP	140-03	139-17
S1	139-28	139-00

Download as Excel Spreadsheet

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

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