ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	140-26	141-08	0-14	0.3%	140-25
High	141-17	141-10	-0-07	-0.2%	141-17
Low	140-21	140-23	0-02	0.0%	140-10
Close	141-13	141-05	-0-08	-0.2%	141-05
Range	0-28	0-19	-0-09	-32.1%	1-07
ATR	0-30	0-30	-0-01	-1.9%	0-00
Volume	78	177	99	126.9%	639

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	142-27	142-19	141-15
R3	142-08	142-00	141-10
R2	141-21	141-21	141-08
R1	141-13	141-13	141-07	141-08
PP	141-02	141-02	141-02	140-31
S1	140-26	140-26	141-03	140-20
S2	140-15	140-15	141-02
S3	139-28	140-07	141-00
S4	139-09	139-20	140-27

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-21	144-04	141-26
R3	143-14	142-29	141-16
R2	142-07	142-07	141-12
R1	141-22	141-22	141-09	141-30
PP	141-00	141-00	141-00	141-04
S1	140-15	140-15	141-01	140-24
S2	139-25	139-25	140-30
S3	138-18	139-08	140-26
S4	137-11	138-01	140-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-17	140-10	1-07	0.9%	0-20	0.4%	69%	False	False	127
10	141-17	139-04	2-13	1.7%	0-24	0.5%	84%	False	False	93
20	141-17	135-19	5-30	4.2%	0-27	0.6%	94%	False	False	66

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

Fibonacci Retracements and Extensions
4.250	143-27
2.618	142-28
1.618	142-09
1.000	141-29
0.618	141-22
HIGH	141-10
0.618	141-03
0.500	141-00
0.382	140-30
LOW	140-23
0.618	140-11
1.000	140-04
1.618	139-24
2.618	139-05
4.250	138-06

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	141-04	141-04
PP	141-02	141-03
S1	141-00	141-02

Download as Excel Spreadsheet

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

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