ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	152-19	151-30	-0-21	-0.4%	150-30
High	152-19	152-19	0-00	0.0%	152-28
Low	151-27	151-29	0-02	0.0%	150-30
Close	152-00	152-11	0-11	0.2%	152-09
Range	0-24	0-22	-0-02	-8.3%	1-30
ATR	1-05	1-04	-0-01	-2.9%	0-00
Volume	352	347	-5	-1.4%	957

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-11	154-01	152-23
R3	153-21	153-11	152-17
R2	152-31	152-31	152-15
R1	152-21	152-21	152-13	152-26
PP	152-09	152-09	152-09	152-12
S1	151-31	151-31	152-09	152-04
S2	151-19	151-19	152-07
S3	150-29	151-09	152-05
S4	150-07	150-19	151-31

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-27	157-00	153-11
R3	155-29	155-02	152-26
R2	153-31	153-31	152-20
R1	153-04	153-04	152-15	153-18
PP	152-01	152-01	152-01	152-08
S1	151-06	151-06	152-03	151-20
S2	150-03	150-03	151-30
S3	148-05	149-08	151-24
S4	146-07	147-10	151-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-14	151-27	1-19	1.0%	0-26	0.5%	31%	False	False	243
10	153-14	149-15	3-31	2.6%	0-27	0.6%	72%	False	False	269
20	153-14	148-21	4-25	3.1%	1-01	0.7%	77%	False	False	417
40	153-20	146-11	7-09	4.8%	1-07	0.8%	82%	False	False	347

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	155-16
2.618	154-13
1.618	153-23
1.000	153-09
0.618	153-01
HIGH	152-19
0.618	152-11
0.500	152-08
0.382	152-05
LOW	151-29
0.618	151-15
1.000	151-07
1.618	150-25
2.618	150-03
4.250	149-00

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	152-10	152-20
PP	152-09	152-17
S1	152-08	152-14

Download as Excel Spreadsheet

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

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