ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 23-Jul-2012

Day Change Summary
	Previous	Current
	20-Jul-2012	23-Jul-2012	Change	Change %	Previous Week
Open	151-27	153-04	1-09	0.8%	152-12
High	153-02	154-05	1-03	0.7%	153-14
Low	151-24	153-04	1-12	0.9%	151-13
Close	152-28	153-10	0-14	0.3%	152-28
Range	1-10	1-01	-0-09	-21.4%	2-01
ATR	1-05	1-05	0-00	0.9%	0-00
Volume	231	360	129	55.8%	1,441

Daily Pivots for day following 23-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-20	156-00	153-28
R3	155-19	154-31	153-19
R2	154-18	154-18	153-16
R1	153-30	153-30	153-13	154-08
PP	153-17	153-17	153-17	153-22
S1	152-29	152-29	153-07	153-07
S2	152-16	152-16	153-04
S3	151-15	151-28	153-01
S4	150-14	150-27	152-24

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	154-05	151-13	2-24	1.8%	0-29	0.6%	69%	True	False	291
10	154-05	151-10	2-27	1.9%	0-30	0.6%	70%	True	False	220
20	154-05	148-21	5-16	3.6%	1-00	0.7%	85%	True	False	390
40	154-05	147-03	7-02	4.6%	1-08	0.8%	88%	True	False	320

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

Fibonacci Retracements and Extensions
4.250	158-17
2.618	156-27
1.618	155-26
1.000	155-06
0.618	154-25
HIGH	154-05
0.618	153-24
0.500	153-20
0.382	153-17
LOW	153-04
0.618	152-16
1.000	152-03
1.618	151-15
2.618	150-14
4.250	148-24

Fisher Pivots for day following 23-Jul-2012
Pivot	1 day	3 day
R1	153-20	153-04
PP	153-17	152-31
S1	153-14	152-25

Download as Excel Spreadsheet

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

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