ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 15-Aug-2012

Day Change Summary
	Previous	Current
	14-Aug-2012	15-Aug-2012	Change	Change %	Previous Week
Open	149-17	148-08	-1-09	-0.9%	150-24
High	149-18	148-11	-1-07	-0.8%	151-11
Low	148-02	146-22	-1-12	-0.9%	148-05
Close	148-10	146-27	-1-15	-1.0%	149-24
Range	1-16	1-21	0-05	10.4%	3-06
ATR	1-10	1-11	0-01	1.8%	0-00
Volume	541	2,239	1,698	313.9%	7,196

Daily Pivots for day following 15-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-08	151-07	147-24
R3	150-19	149-18	147-10
R2	148-30	148-30	147-05
R1	147-29	147-29	147-00	147-19
PP	147-09	147-09	147-09	147-04
S1	146-08	146-08	146-22	145-30
S2	145-20	145-20	146-17
S3	143-31	144-19	146-12
S4	142-10	142-30	145-30

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	146-22	3-16	2.4%	1-05	0.8%	4%	False	True	1,554
10	153-05	146-22	6-15	4.4%	1-13	1.0%	2%	False	True	1,211
20	154-17	146-22	7-27	5.3%	1-11	0.9%	2%	False	True	938
40	154-17	146-22	7-27	5.3%	1-06	0.8%	2%	False	True	678
60	154-17	146-11	8-06	5.6%	1-09	0.9%	6%	False	False	544

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	155-12
2.618	152-22
1.618	151-01
1.000	150-00
0.618	149-12
HIGH	148-11
0.618	147-23
0.500	147-16
0.382	147-10
LOW	146-22
0.618	145-21
1.000	145-01
1.618	144-00
2.618	142-11
4.250	139-21

Fisher Pivots for day following 15-Aug-2012
Pivot	1 day	3 day
R1	147-16	148-14
PP	147-09	147-29
S1	147-02	147-12

Download as Excel Spreadsheet

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

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