ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	142-06	142-03	-0-03	-0.1%	141-08
High	142-07	142-13	0-06	0.1%	142-16
Low	141-29	141-10	-0-19	-0.4%	140-18
Close	142-04	141-10	-0-26	-0.6%	141-30
Range	0-10	1-03	0-25	250.0%	1-30
ATR	0-29	0-30	0-00	1.4%	0-00
Volume	258	461	203	78.7%	1,917

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-31	144-07	141-29
R3	143-28	143-04	141-20
R2	142-25	142-25	141-16
R1	142-01	142-01	141-13	141-28
PP	141-22	141-22	141-22	141-19
S1	140-30	140-30	141-07	140-24
S2	140-19	140-19	141-04
S3	139-16	139-27	141-00
S4	138-13	138-24	140-23

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	147-15	146-21	143-00
R3	145-17	144-23	142-15
R2	143-19	143-19	142-09
R1	142-25	142-25	142-04	143-06
PP	141-21	141-21	141-21	141-28
S1	140-27	140-27	141-24	141-08
S2	139-23	139-23	141-19
S3	137-25	138-29	141-13
S4	135-27	136-31	140-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-16	140-18	1-30	1.4%	0-31	0.7%	39%	False	False	398
10	142-16	140-18	1-30	1.4%	0-26	0.6%	39%	False	False	298
20	142-16	136-07	6-09	4.4%	0-26	0.6%	81%	False	False	186
40	142-16	134-08	8-08	5.8%	0-23	0.5%	86%	False	False	105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-05
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	147-02
2.618	145-09
1.618	144-06
1.000	143-16
0.618	143-03
HIGH	142-13
0.618	142-00
0.500	141-28
0.382	141-23
LOW	141-10
0.618	140-20
1.000	140-07
1.618	139-17
2.618	138-14
4.250	136-21

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	141-28	141-29
PP	141-22	141-23
S1	141-16	141-16

Download as Excel Spreadsheet

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

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