ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 08-May-2012

Day Change Summary
	Previous	Current
	07-May-2012	08-May-2012	Change	Change %	Previous Week
Open	143-05	142-29	-0-08	-0.2%	142-06
High	143-27	144-03	0-08	0.2%	143-00
Low	142-27	142-29	0-02	0.0%	141-09
Close	143-00	143-24	0-24	0.5%	142-29
Range	1-00	1-06	0-06	18.8%	1-23
ATR	0-30	0-30	0-01	2.0%	0-00
Volume	1,057	1,454	397	37.6%	2,015

Daily Pivots for day following 08-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	147-05	146-20	144-13
R3	145-31	145-14	144-02
R2	144-25	144-25	143-31
R1	144-08	144-08	143-27	144-16
PP	143-19	143-19	143-19	143-23
S1	143-02	143-02	143-21	143-10
S2	142-13	142-13	143-17
S3	141-07	141-28	143-14
S4	140-01	140-22	143-03

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	144-03	141-09	2-26	2.0%	0-31	0.7%	88%	True	False	761
10	144-03	140-18	3-17	2.5%	0-31	0.7%	90%	True	False	580
20	144-03	139-11	4-24	3.3%	0-27	0.6%	93%	True	False	367
40	144-03	134-08	9-27	6.8%	0-27	0.6%	97%	True	False	199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	149-04
2.618	147-06
1.618	146-00
1.000	145-09
0.618	144-26
HIGH	144-03
0.618	143-20
0.500	143-16
0.382	143-12
LOW	142-29
0.618	142-06
1.000	141-23
1.618	141-00
2.618	139-26
4.250	137-28

Fisher Pivots for day following 08-May-2012
Pivot	1 day	3 day
R1	143-21	143-16
PP	143-19	143-08
S1	143-16	143-00

Download as Excel Spreadsheet

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

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