ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 22-May-2012

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	147-13	147-04	-0-09	-0.2%	144-16
High	147-19	147-05	-0-14	-0.3%	148-03
Low	146-22	146-02	-0-20	-0.4%	144-13
Close	147-10	146-05	-1-05	-0.8%	147-23
Range	0-29	1-03	0-06	20.7%	3-22
ATR	1-03	1-03	0-00	1.0%	0-00
Volume	9,391	18,356	8,965	95.5%	29,223

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-24	149-01	146-24
R3	148-21	147-30	146-15
R2	147-18	147-18	146-11
R1	146-27	146-27	146-08	146-21
PP	146-15	146-15	146-15	146-12
S1	145-24	145-24	146-02	145-18
S2	145-12	145-12	145-31
S3	144-09	144-21	145-27
S4	143-06	143-18	145-18

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-26	156-14	149-24
R3	154-04	152-24	148-23
R2	150-14	150-14	148-13
R1	149-02	149-02	148-02	149-24
PP	146-24	146-24	146-24	147-02
S1	145-12	145-12	147-12	146-02
S2	143-02	143-02	147-01
S3	139-12	141-22	146-23
S4	135-22	138-00	145-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-03	145-07	2-28	2.0%	1-10	0.9%	33%	False	False	10,223
10	148-03	142-26	5-09	3.6%	1-05	0.8%	63%	False	False	6,121
20	148-03	140-18	7-17	5.2%	1-02	0.7%	74%	False	False	3,350
40	148-03	135-19	12-16	8.6%	0-31	0.7%	85%	False	False	1,724

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 3 trading days

Fibonacci Retracements and Extensions
4.250	151-26
2.618	150-01
1.618	148-30
1.000	148-08
0.618	147-27
HIGH	147-05
0.618	146-24
0.500	146-20
0.382	146-15
LOW	146-02
0.618	145-12
1.000	144-31
1.618	144-09
2.618	143-06
4.250	141-13

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	146-20	147-02
PP	146-15	146-24
S1	146-10	146-14

Download as Excel Spreadsheet

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

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