ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 14-Aug-2012

Day Change Summary
	Previous	Current
	13-Aug-2012	14-Aug-2012	Change	Change %	Previous Week
Open	149-26	149-17	-0-09	-0.2%	150-24
High	150-06	149-18	-0-20	-0.4%	151-11
Low	149-14	148-02	-1-12	-0.9%	148-05
Close	149-23	148-10	-1-13	-0.9%	149-24
Range	0-24	1-16	0-24	100.0%	3-06
ATR	1-10	1-10	0-01	2.0%	0-00
Volume	1,020	541	-479	-47.0%	7,196

Daily Pivots for day following 14-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-05	152-07	149-04
R3	151-21	150-23	148-23
R2	150-05	150-05	148-19
R1	149-07	149-07	148-14	148-30
PP	148-21	148-21	148-21	148-16
S1	147-23	147-23	148-06	147-14
S2	147-05	147-05	148-01
S3	145-21	146-07	147-29
S4	144-05	144-23	147-16

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	159-10	157-23	151-16
R3	156-04	154-17	150-20
R2	152-30	152-30	150-11
R1	151-11	151-11	150-01	150-18
PP	149-24	149-24	149-24	149-11
S1	148-05	148-05	149-15	147-12
S2	146-18	146-18	149-05
S3	143-12	144-31	148-28
S4	140-06	141-25	148-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-06	148-02	2-04	1.4%	1-01	0.7%	12%	False	True	1,325
10	153-05	148-02	5-03	3.4%	1-12	0.9%	5%	False	True	1,049
20	154-17	148-02	6-15	4.4%	1-10	0.9%	4%	False	True	844
40	154-17	148-02	6-15	4.4%	1-06	0.8%	4%	False	True	624
60	154-17	146-11	8-06	5.5%	1-08	0.8%	24%	False	False	508

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	155-30
2.618	153-16
1.618	152-00
1.000	151-02
0.618	150-16
HIGH	149-18
0.618	149-00
0.500	148-26
0.382	148-20
LOW	148-02
0.618	147-04
1.000	146-18
1.618	145-20
2.618	144-04
4.250	141-22

Fisher Pivots for day following 14-Aug-2012
Pivot	1 day	3 day
R1	148-26	149-04
PP	148-21	148-27
S1	148-15	148-19

Download as Excel Spreadsheet

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

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