ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	150-00	149-00	-1-00	-0.7%	153-17
High	151-07	150-17	-0-22	-0.5%	153-20
Low	149-19	148-01	-1-18	-1.0%	149-00
Close	149-19	150-09	0-22	0.5%	149-19
Range	1-20	2-16	0-28	53.8%	4-20
ATR	1-10	1-13	0-03	6.5%	0-00
Volume	109	86	-23	-21.1%	1,285

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-04	156-06	151-21
R3	154-20	153-22	150-31
R2	152-04	152-04	150-24
R1	151-06	151-06	150-16	151-21
PP	149-20	149-20	149-20	149-27
S1	148-22	148-22	150-02	149-05
S2	147-04	147-04	149-26
S3	144-20	146-06	149-19
S4	142-04	143-22	148-29

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	164-20	161-23	152-04
R3	160-00	157-03	150-28
R2	155-12	155-12	150-14
R1	152-15	152-15	150-01	151-20
PP	150-24	150-24	150-24	150-10
S1	147-27	147-27	149-05	147-00
S2	146-04	146-04	148-24
S3	141-16	143-07	148-10
S4	136-28	138-19	147-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-07	148-01	4-06	2.8%	1-20	1.1%	54%	False	True	206
10	153-20	147-07	6-13	4.3%	1-21	1.1%	48%	False	False	266
20	153-20	145-00	8-20	5.7%	1-10	0.9%	61%	False	False	302

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	0-07
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	161-05
2.618	157-02
1.618	154-18
1.000	153-01
0.618	152-02
HIGH	150-17
0.618	149-18
0.500	149-09
0.382	149-00
LOW	148-01
0.618	146-16
1.000	145-17
1.618	144-00
2.618	141-16
4.250	137-13

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	149-30	150-02
PP	149-20	149-27
S1	149-09	149-20

Download as Excel Spreadsheet

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

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