ECBOT 30 Year Treasury Bond Future December 2012

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

Day Change Summary
	Previous	Current
	10-Jul-2012	11-Jul-2012	Change	Change %	Previous Week
Open	151-17	151-29	0-12	0.2%	149-00
High	152-03	152-25	0-22	0.5%	151-01
Low	151-10	151-17	0-07	0.1%	148-27
Close	152-03	152-08	0-05	0.1%	150-29
Range	0-25	1-08	0-15	60.0%	2-06
ATR	1-08	1-08	0-00	0.0%	0-00
Volume	145	85	-60	-41.4%	2,587

Daily Pivots for day following 11-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	155-30	155-11	152-30
R3	154-22	154-03	152-19
R2	153-14	153-14	152-15
R1	152-27	152-27	152-12	153-04
PP	152-06	152-06	152-06	152-11
S1	151-19	151-19	152-04	151-28
S2	150-30	150-30	152-01
S3	149-22	150-11	151-29
S4	148-14	149-03	151-18

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-26	156-02	152-04
R3	154-20	153-28	151-16
R2	152-14	152-14	151-10
R1	151-22	151-22	151-03	152-02
PP	150-08	150-08	150-08	150-14
S1	149-16	149-16	150-23	149-28
S2	148-02	148-02	150-16
S3	145-28	147-10	150-10
S4	143-22	145-04	149-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-25	149-15	3-10	2.2%	0-29	0.6%	84%	True	False	295
10	152-25	148-21	4-04	2.7%	1-03	0.7%	87%	True	False	485
20	152-25	148-20	4-05	2.7%	1-05	0.8%	87%	True	False	396
40	153-20	145-14	8-06	5.4%	1-08	0.8%	83%	False	False	352

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	0-03
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	158-03
2.618	156-02
1.618	154-26
1.000	154-01
0.618	153-18
HIGH	152-25
0.618	152-10
0.500	152-05
0.382	152-00
LOW	151-17
0.618	150-24
1.000	150-09
1.618	149-16
2.618	148-08
4.250	146-07

Fisher Pivots for day following 11-Jul-2012
Pivot	1 day	3 day
R1	152-07	152-04
PP	152-06	152-00
S1	152-05	151-28

Download as Excel Spreadsheet

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

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