ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	150-00	150-29	0-29	0.6%	147-12
High	151-23	153-16	1-25	1.2%	153-16
Low	150-00	150-29	0-29	0.6%	147-07
Close	150-19	153-04	2-17	1.7%	153-04
Range	1-23	2-19	0-28	50.9%	6-09
ATR	1-03	1-07	0-04	12.0%	0-00
Volume	274	439	165	60.2%	1,289

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	160-09	159-10	154-18
R3	157-22	156-23	153-27
R2	155-03	155-03	153-19
R1	154-04	154-04	153-12	154-20
PP	152-16	152-16	152-16	152-24
S1	151-17	151-17	152-28	152-00
S2	149-29	149-29	152-21
S3	147-10	148-30	152-13
S4	144-23	146-11	151-22

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	170-04	167-29	156-19
R3	163-27	161-20	154-27
R2	157-18	157-18	154-09
R1	155-11	155-11	153-22	156-14
PP	151-09	151-09	151-09	151-27
S1	149-02	149-02	152-18	150-06
S2	145-00	145-00	151-31
S3	138-23	142-25	151-13
S4	132-14	136-16	149-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-16	147-03	6-13	4.2%	1-20	1.1%	94%	True	False	280
10	153-16	146-11	7-05	4.7%	1-07	0.8%	95%	True	False	339
20	153-16	142-00	11-16	7.5%	1-00	0.7%	97%	True	False	239

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	0-02
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	164-17
2.618	160-09
1.618	157-22
1.000	156-03
0.618	155-03
HIGH	153-16
0.618	152-16
0.500	152-06
0.382	151-29
LOW	150-29
0.618	149-10
1.000	148-10
1.618	146-23
2.618	144-04
4.250	139-28

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	152-26	152-12
PP	152-16	151-19
S1	152-06	150-26

Download as Excel Spreadsheet

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

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