ECBOT 30 Year Treasury Bond Future September 2012

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

Day Change Summary
	Previous	Current
	13-Sep-2012	14-Sep-2012	Change	Change %	Previous Week
Open	147-05	146-24	-0-13	-0.3%	148-17
High	147-20	146-26	-0-26	-0.6%	148-30
Low	145-22	144-07	-1-15	-1.0%	144-07
Close	146-21	144-18	-2-03	-1.4%	144-18
Range	1-30	2-19	0-21	33.9%	4-23
ATR	1-10	1-13	0-03	7.1%	0-00
Volume	12,770	5,660	-7,110	-55.7%	52,523

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-31	151-12	146-00
R3	150-12	148-25	145-09
R2	147-25	147-25	145-01
R1	146-06	146-06	144-26	145-22
PP	145-06	145-06	145-06	144-30
S1	143-19	143-19	144-10	143-03
S2	142-19	142-19	144-03
S3	140-00	141-00	143-27
S4	137-13	138-13	143-04

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	160-02	157-01	147-05
R3	155-11	152-10	145-28
R2	150-20	150-20	145-14
R1	147-19	147-19	145-00	146-24
PP	145-29	145-29	145-29	145-16
S1	142-28	142-28	144-04	142-01
S2	141-06	141-06	143-22
S3	136-15	138-05	143-08
S4	131-24	133-14	141-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-30	144-07	4-23	3.3%	1-17	1.1%	7%	False	True	10,504
10	150-31	144-07	6-24	4.7%	1-16	1.0%	5%	False	True	27,004
20	150-31	144-07	6-24	4.7%	1-09	0.9%	5%	False	True	165,320
40	153-11	144-07	9-04	6.3%	1-12	1.0%	4%	False	True	244,002
60	153-11	144-07	9-04	6.3%	1-10	0.9%	4%	False	True	253,557
80	153-11	144-07	9-04	6.3%	1-13	1.0%	4%	False	True	285,904
100	153-11	140-18	12-25	8.8%	1-11	0.9%	31%	False	False	229,394
120	153-11	135-19	17-24	12.3%	1-09	0.9%	51%	False	False	191,178

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	0-10
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	157-27
2.618	153-19
1.618	151-00
1.000	149-13
0.618	148-13
HIGH	146-26
0.618	145-26
0.500	145-16
0.382	145-07
LOW	144-07
0.618	142-20
1.000	141-20
1.618	140-01
2.618	137-14
4.250	133-06

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	145-16	146-06
PP	145-06	145-21
S1	144-28	145-04

Download as Excel Spreadsheet

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

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