ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	153-04	153-18	0-14	0.3%	152-12
High	154-05	154-14	0-09	0.2%	153-14
Low	153-04	152-25	-0-11	-0.2%	151-13
Close	153-10	154-03	0-25	0.5%	152-28
Range	1-01	1-21	0-20	60.6%	2-01
ATR	1-05	1-06	0-01	3.1%	0-00
Volume	360	1,013	653	181.4%	1,441

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	158-24	158-02	155-00
R3	157-03	156-13	154-18
R2	155-14	155-14	154-13
R1	154-24	154-24	154-08	155-03
PP	153-25	153-25	153-25	153-30
S1	153-03	153-03	153-30	153-14
S2	152-04	152-04	153-25
S3	150-15	151-14	153-20
S4	148-26	149-25	153-06

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	154-14	151-13	3-01	2.0%	1-03	0.7%	89%	True	False	423
10	154-14	151-13	3-01	2.0%	1-00	0.7%	89%	True	False	307
20	154-14	148-21	5-25	3.8%	1-00	0.7%	94%	True	False	422
40	154-14	147-07	7-07	4.7%	1-08	0.8%	95%	True	False	343
60	154-14	141-15	12-31	8.4%	1-02	0.7%	97%	True	False	287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	161-15
2.618	158-25
1.618	157-04
1.000	156-03
0.618	155-15
HIGH	154-14
0.618	153-26
0.500	153-20
0.382	153-13
LOW	152-25
0.618	151-24
1.000	151-04
1.618	150-03
2.618	148-14
4.250	145-24

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	153-30	153-24
PP	153-25	153-14
S1	153-20	153-03

Download as Excel Spreadsheet

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

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