ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	145-16	145-31	0-15	0.3%	149-07
High	146-16	146-28	0-12	0.3%	149-23
Low	145-14	145-19	0-05	0.1%	144-16
Close	146-00	146-14	0-14	0.3%	144-30
Range	1-02	1-09	0-07	20.6%	5-07
ATR	1-15	1-15	0-00	-0.9%	0-00
Volume	308,354	302,854	-5,500	-1.8%	1,887,834

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	150-05	149-18	147-05
R3	148-28	148-09	146-25
R2	147-19	147-19	146-22
R1	147-00	147-00	146-18	147-10
PP	146-10	146-10	146-10	146-14
S1	145-23	145-23	146-10	146-00
S2	145-01	145-01	146-06
S3	143-24	144-14	146-03
S4	142-15	143-05	145-23

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	162-01	158-23	147-26
R3	156-26	153-16	146-12
R2	151-19	151-19	145-29
R1	148-09	148-09	145-13	147-10
PP	146-12	146-12	146-12	145-29
S1	143-02	143-02	144-15	142-04
S2	141-05	141-05	143-31
S3	135-30	137-27	143-16
S4	130-23	132-20	142-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-14	144-15	3-31	2.7%	1-26	1.2%	50%	False	False	387,559
10	150-28	144-15	6-13	4.4%	1-22	1.2%	31%	False	False	364,650
20	151-29	144-15	7-14	5.1%	1-13	1.0%	26%	False	False	277,294
40	154-17	144-15	10-02	6.9%	1-12	0.9%	20%	False	False	139,652
60	154-17	144-15	10-02	6.9%	1-08	0.9%	20%	False	False	93,242
80	154-17	144-15	10-02	6.9%	1-10	0.9%	20%	False	False	69,998
100	154-17	141-15	13-02	8.9%	1-06	0.8%	38%	False	False	56,033

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	0-11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	152-10
2.618	150-07
1.618	148-30
1.000	148-05
0.618	147-21
HIGH	146-28
0.618	146-12
0.500	146-08
0.382	146-03
LOW	145-19
0.618	144-26
1.000	144-10
1.618	143-17
2.618	142-08
4.250	140-05

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	146-12	146-06
PP	146-10	145-30
S1	146-08	145-22

Download as Excel Spreadsheet

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

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