ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 09-Aug-2012

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	149-14	149-01	-0-13	-0.3%	151-07
High	149-31	149-08	-0-23	-0.5%	153-05
Low	149-01	148-05	-0-28	-0.6%	150-07
Close	149-09	149-04	-0-05	-0.1%	150-16
Range	0-30	1-03	0-05	16.7%	2-30
ATR	1-12	1-12	-0-01	-1.3%	0-00
Volume	1,096	1,393	297	27.1%	3,449

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-04	151-23	149-23
R3	151-01	150-20	149-14
R2	149-30	149-30	149-10
R1	149-17	149-17	149-07	149-24
PP	148-27	148-27	148-27	148-30
S1	148-14	148-14	149-01	148-20
S2	147-24	147-24	148-30
S3	146-21	147-11	148-26
S4	145-18	146-08	148-17

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	160-03	158-08	152-04
R3	157-05	155-10	151-10
R2	154-07	154-07	151-01
R1	152-12	152-12	150-25	151-26
PP	151-09	151-09	151-09	151-01
S1	149-14	149-14	150-07	148-28
S2	148-11	148-11	149-31
S3	145-13	146-16	149-22
S4	142-15	143-18	148-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-15	148-05	4-10	2.9%	1-11	0.9%	22%	False	True	1,066
10	153-10	148-05	5-05	3.5%	1-18	1.0%	19%	False	True	888
20	154-17	148-05	6-12	4.3%	1-09	0.9%	15%	False	True	674
40	154-17	148-05	6-12	4.3%	1-06	0.8%	15%	False	True	536
60	154-17	145-14	9-03	6.1%	1-08	0.8%	41%	False	False	453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	153-29
2.618	152-04
1.618	151-01
1.000	150-11
0.618	149-30
HIGH	149-08
0.618	148-27
0.500	148-22
0.382	148-18
LOW	148-05
0.618	147-15
1.000	147-02
1.618	146-12
2.618	145-09
4.250	143-16

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	149-00	149-16
PP	148-27	149-12
S1	148-22	149-08

Download as Excel Spreadsheet

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

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