ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	149-00	150-12	1-12	0.9%	149-00
High	151-01	150-13	-0-20	-0.4%	150-28
Low	148-27	149-10	0-15	0.3%	148-21
Close	150-19	149-15	-1-04	-0.7%	148-27
Range	2-06	1-03	-1-03	-50.0%	2-07
ATR	1-12	1-12	0-00	-0.5%	0-00
Volume	840	1,052	212	25.2%	2,468

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-00	152-11	150-02
R3	151-29	151-08	149-25
R2	150-26	150-26	149-21
R1	150-05	150-05	149-18	149-30
PP	149-23	149-23	149-23	149-20
S1	149-02	149-02	149-12	148-27
S2	148-20	148-20	149-09
S3	147-17	147-31	149-05
S4	146-14	146-28	148-28

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%	1-09	0.8%	34%	False	False	674
10	151-01	148-21	2-12	1.6%	1-08	0.8%	34%	False	False	565
20	151-16	148-01	3-15	2.3%	1-12	0.9%	41%	False	False	376
40	153-20	143-00	10-20	7.1%	1-07	0.8%	61%	False	False	318

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	155-02
2.618	153-09
1.618	152-06
1.000	151-16
0.618	151-03
HIGH	150-13
0.618	150-00
0.500	149-28
0.382	149-23
LOW	149-10
0.618	148-20
1.000	148-07
1.618	147-17
2.618	146-14
4.250	144-21

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	149-28	149-27
PP	149-23	149-23
S1	149-19	149-19

Download as Excel Spreadsheet

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

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