ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 31-May-2012

Day Change Summary
	Previous	Current
	30-May-2012	31-May-2012	Change	Change %	Previous Week
Open	148-05	150-00	1-27	1.2%	147-11
High	150-00	151-23	1-23	1.1%	148-14
Low	148-05	150-00	1-27	1.2%	146-11
Close	149-27	150-19	0-24	0.5%	147-26
Range	1-27	1-23	-0-04	-6.8%	2-03
ATR	1-01	1-03	0-02	6.0%	0-00
Volume	407	274	-133	-32.7%	1,990

Daily Pivots for day following 31-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	155-30	154-31	151-17
R3	154-07	153-08	151-02
R2	152-16	152-16	150-29
R1	151-17	151-17	150-24	152-00
PP	150-25	150-25	150-25	151-00
S1	149-26	149-26	150-14	150-10
S2	149-02	149-02	150-09
S3	147-11	148-03	150-04
S4	145-20	146-12	149-21

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-26	152-29	148-31
R3	151-23	150-26	148-12
R2	149-20	149-20	148-06
R1	148-23	148-23	148-00	149-06
PP	147-17	147-17	147-17	147-24
S1	146-20	146-20	147-20	147-02
S2	145-14	145-14	147-14
S3	143-11	144-17	147-08
S4	141-08	142-14	146-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-23	147-03	4-20	3.1%	1-07	0.8%	76%	True	False	526
10	151-23	146-07	5-16	3.7%	1-05	0.8%	80%	True	False	345
20	151-23	142-00	9-23	6.5%	0-28	0.6%	88%	True	False	218

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	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	159-01
2.618	156-07
1.618	154-16
1.000	153-14
0.618	152-25
HIGH	151-23
0.618	151-02
0.500	150-28
0.382	150-21
LOW	150-00
0.618	148-30
1.000	148-09
1.618	147-07
2.618	145-16
4.250	142-22

Fisher Pivots for day following 31-May-2012
Pivot	1 day	3 day
R1	150-28	150-07
PP	150-25	149-27
S1	150-22	149-15

Download as Excel Spreadsheet

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

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