ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	148-08	146-22	-1-18	-1.1%	150-24
High	148-11	147-08	-1-03	-0.7%	151-11
Low	146-22	145-26	-0-28	-0.6%	148-05
Close	146-27	146-09	-0-18	-0.4%	149-24
Range	1-21	1-14	-0-07	-13.2%	3-06
ATR	1-11	1-11	0-00	0.5%	0-00
Volume	2,239	4,336	2,097	93.7%	7,196

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	150-24	149-31	147-02
R3	149-10	148-17	146-22
R2	147-28	147-28	146-17
R1	147-03	147-03	146-13	146-24
PP	146-14	146-14	146-14	146-09
S1	145-21	145-21	146-05	145-10
S2	145-00	145-00	146-01
S3	143-18	144-07	145-28
S4	142-04	142-25	145-16

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	145-26	4-12	3.0%	1-08	0.8%	11%	False	True	2,143
10	152-15	145-26	6-21	4.6%	1-09	0.9%	7%	False	True	1,604
20	154-17	145-26	8-23	6.0%	1-12	0.9%	5%	False	True	1,147
40	154-17	145-26	8-23	6.0%	1-06	0.8%	5%	False	True	777
60	154-17	145-26	8-23	6.0%	1-09	0.9%	5%	False	True	615

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	0-06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	153-12
2.618	151-00
1.618	149-18
1.000	148-22
0.618	148-04
HIGH	147-08
0.618	146-22
0.500	146-17
0.382	146-12
LOW	145-26
0.618	144-30
1.000	144-12
1.618	143-16
2.618	142-02
4.250	139-22

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	146-17	147-22
PP	146-14	147-07
S1	146-12	146-24

Download as Excel Spreadsheet

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

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