ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 15-May-2012

Day Change Summary
	Previous	Current
	14-May-2012	15-May-2012	Change	Change %	Previous Week
Open	144-16	145-27	1-11	0.9%	143-05
High	145-29	146-01	0-04	0.1%	144-16
Low	144-13	145-02	0-21	0.5%	142-26
Close	145-13	145-24	0-11	0.2%	144-13
Range	1-16	0-31	-0-17	-35.4%	1-22
ATR	1-00	1-00	0-00	-0.2%	0-00
Volume	1,711	4,144	2,433	142.2%	6,755

Daily Pivots for day following 15-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-17	148-03	146-09
R3	147-18	147-04	146-01
R2	146-19	146-19	145-30
R1	146-05	146-05	145-27	145-28
PP	145-20	145-20	145-20	145-15
S1	145-06	145-06	145-21	144-30
S2	144-21	144-21	145-18
S3	143-22	144-07	145-15
S4	142-23	143-08	145-07

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	146-01	142-26	3-07	2.2%	1-01	0.7%	91%	True	False	2,019
10	146-01	141-09	4-24	3.3%	1-00	0.7%	94%	True	False	1,390
20	146-01	140-18	5-15	3.8%	0-29	0.6%	95%	True	False	844
40	146-01	134-14	11-19	8.0%	0-28	0.6%	98%	True	False	447

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	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150-05
2.618	148-18
1.618	147-19
1.000	147-00
0.618	146-20
HIGH	146-01
0.618	145-21
0.500	145-18
0.382	145-14
LOW	145-02
0.618	144-15
1.000	144-03
1.618	143-16
2.618	142-17
4.250	140-30

Fisher Pivots for day following 15-May-2012
Pivot	1 day	3 day
R1	145-22	145-16
PP	145-20	145-07
S1	145-18	144-31

Download as Excel Spreadsheet

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

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