ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	152-07	151-12	-0-27	-0.6%	147-12
High	152-07	151-16	-0-23	-0.5%	153-16
Low	151-10	149-12	-1-30	-1.3%	147-07
Close	151-22	149-23	-1-31	-1.3%	153-04
Range	0-29	2-04	1-07	134.5%	6-09
ATR	1-07	1-09	0-03	6.6%	0-00
Volume	116	531	415	357.8%	1,289

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-18	155-09	150-28
R3	154-14	153-05	150-10
R2	152-10	152-10	150-03
R1	151-01	151-01	149-29	150-20
PP	150-06	150-06	150-06	150-00
S1	148-29	148-29	149-17	148-16
S2	148-02	148-02	149-11
S3	145-30	146-25	149-04
S4	143-26	144-21	148-18

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	153-20	149-12	4-08	2.8%	1-23	1.2%	8%	False	True	339
10	153-20	147-03	6-17	4.4%	1-14	1.0%	40%	False	False	410
20	153-20	143-00	10-20	7.1%	1-05	0.8%	63%	False	False	286

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-01
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	160-17
2.618	157-02
1.618	154-30
1.000	153-20
0.618	152-26
HIGH	151-16
0.618	150-22
0.500	150-14
0.382	150-06
LOW	149-12
0.618	148-02
1.000	147-08
1.618	145-30
2.618	143-26
4.250	140-11

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	150-14	151-16
PP	150-06	150-29
S1	149-31	150-10

Download as Excel Spreadsheet

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

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