ECBOT 30 Year Treasury Bond Future September 2012

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

Day Change Summary
	Previous	Current
	18-Apr-2012	19-Apr-2012	Change	Change %	Previous Week
Open	140-20	140-26	0-06	0.1%	139-12
High	141-02	141-17	0-15	0.3%	140-27
Low	140-20	140-21	0-01	0.0%	139-04
Close	140-30	141-13	0-15	0.3%	140-19
Range	0-14	0-28	0-14	100.0%	1-23
ATR	0-30	0-30	0-00	-0.6%	0-00
Volume	97	78	-19	-19.6%	300

Daily Pivots for day following 19-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	143-26	143-16	141-28
R3	142-30	142-20	141-21
R2	142-02	142-02	141-18
R1	141-24	141-24	141-16	141-29
PP	141-06	141-06	141-06	141-09
S1	140-28	140-28	141-10	141-01
S2	140-10	140-10	141-08
S3	139-14	140-00	141-05
S4	138-18	139-04	140-30

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	145-11	144-22	141-17
R3	143-20	142-31	141-02
R2	141-29	141-29	140-29
R1	141-08	141-08	140-24	141-18
PP	140-06	140-06	140-06	140-11
S1	139-17	139-17	140-14	139-28
S2	138-15	138-15	140-09
S3	136-24	137-26	140-04
S4	135-01	136-03	139-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-17	140-00	1-17	1.1%	0-22	0.5%	92%	True	False	116
10	141-17	137-12	4-05	2.9%	0-29	0.6%	97%	True	False	86
20	141-17	135-19	5-30	4.2%	0-27	0.6%	98%	True	False	58

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

Fibonacci Retracements and Extensions
4.250	145-08
2.618	143-26
1.618	142-30
1.000	142-13
0.618	142-02
HIGH	141-17
0.618	141-06
0.500	141-03
0.382	141-00
LOW	140-21
0.618	140-04
1.000	139-25
1.618	139-08
2.618	138-12
4.250	136-30

Fisher Pivots for day following 19-Apr-2012
Pivot	1 day	3 day
R1	141-10	141-08
PP	141-06	141-03
S1	141-03	140-30

Download as Excel Spreadsheet

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

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