ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	150-01	149-00	-1-01	-0.7%	149-00
High	150-01	151-01	1-00	0.7%	150-28
Low	148-21	148-27	0-06	0.1%	148-21
Close	148-27	150-19	1-24	1.2%	148-27
Range	1-12	2-06	0-26	59.1%	2-07
ATR	1-10	1-12	0-02	4.8%	0-00
Volume	384	840	456	118.8%	2,468

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-23	155-27	151-26
R3	154-17	153-21	151-06
R2	152-11	152-11	151-00
R1	151-15	151-15	150-25	151-29
PP	150-05	150-05	150-05	150-12
S1	149-09	149-09	150-13	149-23
S2	147-31	147-31	150-06
S3	145-25	147-03	150-00
S4	143-19	144-29	149-12

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-04	154-22	150-02
R3	153-29	152-15	149-15
R2	151-22	151-22	149-08
R1	150-08	150-08	149-02	149-28
PP	149-15	149-15	149-15	149-08
S1	148-01	148-01	148-20	147-20
S2	147-08	147-08	148-14
S3	145-01	145-26	148-07
S4	142-26	143-19	147-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-01	148-21	2-12	1.6%	1-06	0.8%	82%	True	False	588
10	151-07	148-21	2-18	1.7%	1-09	0.8%	76%	False	False	470
20	152-07	148-01	4-06	2.8%	1-12	0.9%	61%	False	False	329
40	153-20	142-29	10-23	7.1%	1-06	0.8%	72%	False	False	292

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	0-04
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	160-10
2.618	156-24
1.618	154-18
1.000	153-07
0.618	152-12
HIGH	151-01
0.618	150-06
0.500	149-30
0.382	149-22
LOW	148-27
0.618	147-16
1.000	146-21
1.618	145-10
2.618	143-04
4.250	139-18

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	150-12	150-11
PP	150-05	150-03
S1	149-30	149-27

Download as Excel Spreadsheet

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

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