ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	149-09	149-07	-0-02	0.0%	151-21
High	150-28	149-23	-1-05	-0.8%	151-29
Low	148-10	148-19	0-09	0.2%	148-10
Close	149-09	148-28	-0-13	-0.3%	149-09
Range	2-18	1-04	-1-14	-56.1%	3-19
ATR	1-11	1-11	-0-01	-1.2%	0-00
Volume	508,655	270,591	-238,064	-46.8%	1,503,295

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-14	151-25	149-16
R3	151-10	150-21	149-06
R2	150-06	150-06	149-03
R1	149-17	149-17	148-31	149-10
PP	149-02	149-02	149-02	148-30
S1	148-13	148-13	148-25	148-06
S2	147-30	147-30	148-21
S3	146-26	147-09	148-18
S4	145-22	146-05	148-08

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	160-20	158-17	151-08
R3	157-01	154-30	150-09
R2	153-14	153-14	149-30
R1	151-11	151-11	149-20	150-19
PP	149-27	149-27	149-27	149-14
S1	147-24	147-24	148-30	147-00
S2	146-08	146-08	148-20
S3	142-21	144-05	148-09
S4	139-02	140-18	147-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-29	148-10	3-19	2.4%	1-15	1.0%	16%	False	False	354,777
10	151-29	148-10	3-19	2.4%	1-10	0.9%	16%	False	False	296,557
20	151-29	145-23	6-06	4.2%	1-09	0.9%	51%	False	False	153,224
40	154-17	145-23	8-26	5.9%	1-09	0.9%	36%	False	False	77,012
60	154-17	145-23	8-26	5.9%	1-07	0.8%	36%	False	False	51,467
80	154-17	145-23	8-26	5.9%	1-08	0.8%	36%	False	False	38,675

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	154-16
2.618	152-21
1.618	151-17
1.000	150-27
0.618	150-13
HIGH	149-23
0.618	149-09
0.500	149-05
0.382	149-01
LOW	148-19
0.618	147-29
1.000	147-15
1.618	146-25
2.618	145-21
4.250	143-26

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	149-05	149-19
PP	149-02	149-11
S1	148-31	149-04

Download as Excel Spreadsheet

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

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