ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	144-01	144-16	0-15	0.3%	143-05
High	144-13	145-29	1-16	1.0%	144-16
Low	143-29	144-13	0-16	0.3%	142-26
Close	144-13	145-13	1-00	0.7%	144-13
Range	0-16	1-16	1-00	200.0%	1-22
ATR	0-31	1-00	0-01	4.1%	0-00
Volume	1,624	1,711	87	5.4%	6,755

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-24	149-02	146-07
R3	148-08	147-18	145-26
R2	146-24	146-24	145-22
R1	146-02	146-02	145-17	146-13
PP	145-08	145-08	145-08	145-13
S1	144-18	144-18	145-09	144-29
S2	143-24	143-24	145-04
S3	142-08	143-02	145-00
S4	140-24	141-18	144-19

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-31	148-12	145-11
R3	147-09	146-22	144-28
R2	145-19	145-19	144-23
R1	145-00	145-00	144-18	145-10
PP	143-29	143-29	143-29	144-02
S1	143-10	143-10	144-08	143-20
S2	142-07	142-07	144-03
S3	140-17	141-20	143-30
S4	138-27	139-30	143-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-29	142-26	3-03	2.1%	1-02	0.7%	84%	True	False	1,481
10	145-29	141-09	4-20	3.2%	1-00	0.7%	89%	True	False	1,022
20	145-29	140-10	5-19	3.8%	0-29	0.6%	91%	True	False	649
40	145-29	134-08	11-21	8.0%	0-28	0.6%	96%	True	False	344

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	0-05
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	152-09
2.618	149-27
1.618	148-11
1.000	147-13
0.618	146-27
HIGH	145-29
0.618	145-11
0.500	145-05
0.382	144-31
LOW	144-13
0.618	143-15
1.000	142-29
1.618	141-31
2.618	140-15
4.250	138-01

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	145-10	145-02
PP	145-08	144-23
S1	145-05	144-12

Download as Excel Spreadsheet

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

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