ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 07-May-2012

Day Change Summary
	Previous	Current
	04-May-2012	07-May-2012	Change	Change %	Previous Week
Open	142-00	143-05	1-05	0.8%	142-06
High	143-00	143-27	0-27	0.6%	143-00
Low	141-30	142-27	0-29	0.6%	141-09
Close	142-29	143-00	0-03	0.1%	142-29
Range	1-02	1-00	-0-02	-5.9%	1-23
ATR	0-29	0-30	0-00	0.6%	0-00
Volume	708	1,057	349	49.3%	2,015

Daily Pivots for day following 07-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	146-07	145-20	143-18
R3	145-07	144-20	143-09
R2	144-07	144-07	143-06
R1	143-20	143-20	143-03	143-14
PP	143-07	143-07	143-07	143-04
S1	142-20	142-20	142-29	142-14
S2	142-07	142-07	142-26
S3	141-07	141-20	142-23
S4	140-07	140-20	142-14

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	147-18	146-30	143-27
R3	145-27	145-07	143-12
R2	144-04	144-04	143-07
R1	143-16	143-16	143-02	143-26
PP	142-13	142-13	142-13	142-18
S1	141-25	141-25	142-24	142-03
S2	140-22	140-22	142-19
S3	138-31	140-02	142-14
S4	137-08	138-11	141-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-27	141-09	2-18	1.8%	0-31	0.7%	67%	True	False	562
10	143-27	140-18	3-09	2.3%	0-29	0.6%	74%	True	False	459
20	143-27	139-04	4-23	3.3%	0-27	0.6%	82%	True	False	295
40	143-27	134-08	9-19	6.7%	0-26	0.6%	91%	True	False	163

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148-03
2.618	146-15
1.618	145-15
1.000	144-27
0.618	144-15
HIGH	143-27
0.618	143-15
0.500	143-11
0.382	143-07
LOW	142-27
0.618	142-07
1.000	141-27
1.618	141-07
2.618	140-07
4.250	138-19

Fisher Pivots for day following 07-May-2012
Pivot	1 day	3 day
R1	143-11	142-29
PP	143-07	142-26
S1	143-04	142-22

Download as Excel Spreadsheet

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

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