ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 09-May-2012

Day Change Summary
	Previous	Current
	08-May-2012	09-May-2012	Change	Change %	Previous Week
Open	142-29	143-29	1-00	0.7%	142-06
High	144-03	144-16	0-13	0.3%	143-00
Low	142-29	143-17	0-20	0.4%	141-09
Close	143-24	143-23	-0-01	0.0%	142-29
Range	1-06	0-31	-0-07	-18.4%	1-23
ATR	0-30	0-30	0-00	0.2%	0-00
Volume	1,454	1,409	-45	-3.1%	2,015

Daily Pivots for day following 09-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	146-26	146-08	144-08
R3	145-27	145-09	144-00
R2	144-28	144-28	143-29
R1	144-10	144-10	143-26	144-04
PP	143-29	143-29	143-29	143-26
S1	143-11	143-11	143-20	143-04
S2	142-30	142-30	143-17
S3	141-31	142-12	143-14
S4	141-00	141-13	143-06

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	144-16	141-18	2-30	2.0%	0-31	0.7%	73%	True	False	984
10	144-16	141-00	3-16	2.4%	0-29	0.6%	78%	True	False	687
20	144-16	139-11	5-05	3.6%	0-27	0.6%	85%	True	False	432
40	144-16	134-08	10-08	7.1%	0-28	0.6%	92%	True	False	232

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	148-20
2.618	147-01
1.618	146-02
1.000	145-15
0.618	145-03
HIGH	144-16
0.618	144-04
0.500	144-00
0.382	143-29
LOW	143-17
0.618	142-30
1.000	142-18
1.618	141-31
2.618	141-00
4.250	139-13

Fisher Pivots for day following 09-May-2012
Pivot	1 day	3 day
R1	144-00	143-22
PP	143-29	143-22
S1	143-26	143-22

Download as Excel Spreadsheet

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

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