ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 10-May-2012

Day Change Summary
	Previous	Current
	09-May-2012	10-May-2012	Change	Change %	Previous Week
Open	143-29	143-31	0-02	0.0%	142-06
High	144-16	144-00	-0-16	-0.3%	143-00
Low	143-17	142-26	-0-23	-0.5%	141-09
Close	143-23	143-19	-0-04	-0.1%	142-29
Range	0-31	1-06	0-07	22.6%	1-23
ATR	0-30	0-31	0-01	1.8%	0-00
Volume	1,409	1,211	-198	-14.1%	2,015

Daily Pivots for day following 10-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	147-01	146-16	144-08
R3	145-27	145-10	143-29
R2	144-21	144-21	143-26
R1	144-04	144-04	143-22	143-26
PP	143-15	143-15	143-15	143-10
S1	142-30	142-30	143-16	142-20
S2	142-09	142-09	143-12
S3	141-03	141-24	143-09
S4	139-29	140-18	142-30

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	141-30	2-18	1.8%	1-03	0.8%	65%	False	False	1,167
10	144-16	141-09	3-07	2.2%	0-30	0.6%	72%	False	False	761
20	144-16	140-00	4-16	3.1%	0-28	0.6%	80%	False	False	491
40	144-16	134-08	10-08	7.1%	0-28	0.6%	91%	False	False	261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149-02
2.618	147-03
1.618	145-29
1.000	145-06
0.618	144-23
HIGH	144-00
0.618	143-17
0.500	143-13
0.382	143-09
LOW	142-26
0.618	142-03
1.000	141-20
1.618	140-29
2.618	139-23
4.250	137-24

Fisher Pivots for day following 10-May-2012
Pivot	1 day	3 day
R1	143-17	143-21
PP	143-15	143-20
S1	143-13	143-20

Download as Excel Spreadsheet

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

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