ECBOT 30 Year Treasury Bond Future September 2012

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

Day Change Summary
	Previous	Current
	14-Aug-2012	15-Aug-2012	Change	Change %	Previous Week
Open	148-21	147-11	-1-10	-0.9%	149-25
High	148-25	147-18	-1-07	-0.8%	150-11
Low	147-09	145-30	-1-11	-0.9%	147-10
Close	147-16	146-04	-1-12	-0.9%	148-27
Range	1-16	1-20	0-04	8.3%	3-01
ATR	1-12	1-12	0-01	1.3%	0-00
Volume	305,370	370,226	64,856	21.2%	1,318,664

Daily Pivots for day following 15-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-13	150-13	147-01
R3	149-25	148-25	146-18
R2	148-05	148-05	146-14
R1	147-05	147-05	146-09	146-27
PP	146-17	146-17	146-17	146-12
S1	145-17	145-17	145-31	145-07
S2	144-29	144-29	145-26
S3	143-09	143-29	145-22
S4	141-21	142-09	145-07

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-30	156-13	150-16
R3	154-29	153-12	149-22
R2	151-28	151-28	149-13
R1	150-11	150-11	149-04	149-19
PP	148-27	148-27	148-27	148-14
S1	147-10	147-10	148-18	146-18
S2	145-26	145-26	148-09
S3	142-25	144-09	148-00
S4	139-24	141-08	147-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149-09	145-30	3-11	2.3%	1-08	0.8%	6%	False	True	287,560
10	152-04	145-30	6-06	4.2%	1-15	1.0%	3%	False	True	297,137
20	153-11	145-30	7-13	5.1%	1-14	1.0%	3%	False	True	318,944
40	153-11	145-30	7-13	5.1%	1-11	0.9%	3%	False	True	301,187
60	153-11	145-30	7-13	5.1%	1-14	1.0%	3%	False	True	319,779
80	153-11	140-18	12-25	8.7%	1-11	0.9%	44%	False	False	240,445
100	153-11	135-19	17-24	12.1%	1-08	0.9%	59%	False	False	192,374

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	154-15
2.618	151-26
1.618	150-06
1.000	149-06
0.618	148-18
HIGH	147-18
0.618	146-30
0.500	146-24
0.382	146-18
LOW	145-30
0.618	144-30
1.000	144-10
1.618	143-10
2.618	141-22
4.250	139-01

Fisher Pivots for day following 15-Aug-2012
Pivot	1 day	3 day
R1	146-24	147-20
PP	146-17	147-04
S1	146-11	146-20

Download as Excel Spreadsheet

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

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