ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 04-Sep-2012

Day Change Summary
	Previous	Current
	31-Aug-2012	04-Sep-2012	Change	Change %	Previous Week
Open	149-16	150-23	1-07	0.8%	148-09
High	150-25	150-31	0-06	0.1%	150-25
Low	149-00	150-02	1-02	0.7%	148-04
Close	150-16	150-07	-0-09	-0.2%	150-16
Range	1-25	0-29	-0-28	-49.1%	2-21
ATR	1-08	1-07	-0-01	-1.9%	0-00
Volume	97,889	48,004	-49,885	-51.0%	1,471,456

Daily Pivots for day following 04-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-04	152-19	150-23
R3	152-07	151-22	150-15
R2	151-10	151-10	150-12
R1	150-25	150-25	150-10	150-19
PP	150-13	150-13	150-13	150-10
S1	149-28	149-28	150-04	149-22
S2	149-16	149-16	150-02
S3	148-19	148-31	149-31
S4	147-22	148-02	149-23

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-25	156-25	151-31
R3	155-04	154-04	151-07
R2	152-15	152-15	151-00
R1	151-15	151-15	150-24	151-31
PP	149-26	149-26	149-26	150-02
S1	148-26	148-26	150-08	149-10
S2	147-05	147-05	150-00
S3	144-16	146-05	149-25
S4	141-27	143-16	149-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-31	148-17	2-14	1.6%	1-02	0.7%	69%	True	False	253,276
10	150-31	145-03	5-28	3.9%	1-04	0.7%	87%	True	False	276,666
20	150-31	145-03	5-28	3.9%	1-05	0.8%	87%	True	False	278,189
40	153-11	145-03	8-08	5.5%	1-08	0.8%	62%	False	False	295,424
60	153-11	145-03	8-08	5.5%	1-11	0.9%	62%	False	False	305,915
80	153-11	143-29	9-14	6.3%	1-12	0.9%	67%	False	False	285,085
100	153-11	140-00	13-11	8.9%	1-09	0.8%	77%	False	False	228,166
120	153-11	134-08	19-03	12.7%	1-07	0.8%	84%	False	False	190,144

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	0-07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154-26
2.618	153-11
1.618	152-14
1.000	151-28
0.618	151-17
HIGH	150-31
0.618	150-20
0.500	150-16
0.382	150-13
LOW	150-02
0.618	149-16
1.000	149-05
1.618	148-19
2.618	147-22
4.250	146-07

Fisher Pivots for day following 04-Sep-2012
Pivot	1 day	3 day
R1	150-16	150-04
PP	150-13	150-01
S1	150-10	149-30

Download as Excel Spreadsheet

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

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