ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	152-00	151-27	-0-05	-0.1%	152-12
High	152-06	153-02	0-28	0.6%	153-14
Low	151-13	151-24	0-11	0.2%	151-13
Close	151-20	152-28	1-08	0.8%	152-28
Range	0-25	1-10	0-17	68.0%	2-01
ATR	1-04	1-05	0-01	2.0%	0-00
Volume	167	231	64	38.3%	1,441

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-16	156-00	153-19
R3	155-06	154-22	153-08
R2	153-28	153-28	153-04
R1	153-12	153-12	153-00	153-20
PP	152-18	152-18	152-18	152-22
S1	152-02	152-02	152-24	152-10
S2	151-08	151-08	152-20
S3	149-30	150-24	152-16
S4	148-20	149-14	152-05

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	158-21	157-26	154-00
R3	156-20	155-25	153-14
R2	154-19	154-19	153-08
R1	153-24	153-24	153-02	154-06
PP	152-18	152-18	152-18	152-25
S1	151-23	151-23	152-22	152-04
S2	150-17	150-17	152-16
S3	148-16	149-22	152-10
S4	146-15	147-21	151-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-14	151-13	2-01	1.3%	0-29	0.6%	72%	False	False	288
10	153-14	150-30	2-16	1.6%	0-29	0.6%	78%	False	False	239
20	153-14	148-21	4-25	3.1%	1-00	0.7%	88%	False	False	384
40	153-20	147-03	6-17	4.3%	1-07	0.8%	89%	False	False	353

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	158-20
2.618	156-16
1.618	155-06
1.000	154-12
0.618	153-28
HIGH	153-02
0.618	152-18
0.500	152-13
0.382	152-08
LOW	151-24
0.618	150-30
1.000	150-14
1.618	149-20
2.618	148-10
4.250	146-06

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	152-23	152-21
PP	152-18	152-14
S1	152-13	152-08

Download as Excel Spreadsheet

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

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