ECBOT 30 Year Treasury Bond Future December 2012

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

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	144-00	145-00	1-00	0.7%	143-00
High	144-17	145-31	1-14	1.0%	144-17
Low	144-00	145-00	1-00	0.7%	142-29
Close	144-17	145-17	1-00	0.7%	144-17
Range	0-17	0-31	0-14	82.4%	1-20
ATR
Volume	28	48	20	71.4%	108

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-13	147-30	146-02
R3	147-14	146-31	145-26
R2	146-15	146-15	145-23
R1	146-00	146-00	145-20	146-08
PP	145-16	145-16	145-16	145-20
S1	145-01	145-01	145-14	145-08
S2	144-17	144-17	145-11
S3	143-18	144-02	145-08
S4	142-19	143-03	145-00

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-28	148-10	145-14
R3	147-08	146-22	144-31
R2	145-20	145-20	144-27
R1	145-02	145-02	144-22	145-11
PP	144-00	144-00	144-00	144-04
S1	143-14	143-14	144-12	143-23
S2	142-12	142-12	144-07
S3	140-24	141-26	144-03
S4	139-04	140-06	143-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-31	143-00	2-31	2.0%	0-22	0.5%	85%	True	False	28
10	145-31	141-15	4-16	3.1%	0-18	0.4%	90%	True	False	18

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	0-00
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	150-03
2.618	148-16
1.618	147-17
1.000	146-30
0.618	146-18
HIGH	145-31
0.618	145-19
0.500	145-16
0.382	145-12
LOW	145-00
0.618	144-13
1.000	144-01
1.618	143-14
2.618	142-15
4.250	140-28

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	145-16	145-06
PP	145-16	144-27
S1	145-16	144-16

Download as Excel Spreadsheet

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

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