ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 06-Sep-2012

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	151-09	150-26	-0-15	-0.3%	149-02
High	151-24	150-28	-0-28	-0.6%	151-23
Low	150-24	149-05	-1-19	-1.1%	148-30
Close	150-27	149-12	-1-15	-1.0%	151-13
Range	1-00	1-23	0-23	71.9%	2-25
ATR	1-07	1-08	0-01	2.9%	0-00
Volume	280,411	358,850	78,439	28.0%	1,191,693

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-31	153-28	150-10
R3	153-08	152-05	149-27
R2	151-17	151-17	149-22
R1	150-14	150-14	149-17	150-04
PP	149-26	149-26	149-26	149-20
S1	148-23	148-23	149-07	148-13
S2	148-03	148-03	149-02
S3	146-12	147-00	148-29
S4	144-21	145-09	148-14

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	159-01	158-00	152-30
R3	156-08	155-07	152-05
R2	153-15	153-15	151-29
R1	152-14	152-14	151-21	152-30
PP	150-22	150-22	150-22	150-30
S1	149-21	149-21	151-05	150-06
S2	147-29	147-29	150-29
S3	145-04	146-28	150-21
S4	142-11	144-03	149-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-29	149-05	2-24	1.8%	1-10	0.9%	8%	False	True	306,735
10	151-29	148-13	3-16	2.3%	1-04	0.8%	28%	False	False	224,564
20	151-29	145-23	6-06	4.1%	1-06	0.8%	59%	False	False	114,461
40	154-17	145-23	8-26	5.9%	1-07	0.8%	41%	False	False	57,536
60	154-17	145-23	8-26	5.9%	1-07	0.8%	41%	False	False	38,489
80	154-17	145-14	9-03	6.1%	1-07	0.8%	43%	False	False	28,944

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	0-07
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	158-06
2.618	155-12
1.618	153-21
1.000	152-19
0.618	151-30
HIGH	150-28
0.618	150-07
0.500	150-00
0.382	149-26
LOW	149-05
0.618	148-03
1.000	147-14
1.618	146-12
2.618	144-21
4.250	141-27

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	150-00	150-17
PP	149-26	150-05
S1	149-19	149-24

Download as Excel Spreadsheet

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

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