ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 01-Oct-2012

Day Change Summary
	Previous	Current
	28-Sep-2012	01-Oct-2012	Change	Change %	Previous Week
Open	149-10	149-11	0-01	0.0%	146-31
High	150-09	149-31	-0-10	-0.2%	150-09
Low	149-05	149-03	-0-02	0.0%	146-29
Close	149-12	149-21	0-09	0.2%	149-12
Range	1-04	0-28	-0-08	-22.2%	3-12
ATR	1-11	1-10	-0-01	-2.4%	0-00
Volume	404,371	368,209	-36,162	-8.9%	1,592,359

Daily Pivots for day following 01-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-06	151-26	150-04
R3	151-10	150-30	149-29
R2	150-14	150-14	149-26
R1	150-02	150-02	149-24	150-08
PP	149-18	149-18	149-18	149-22
S1	149-06	149-06	149-18	149-12
S2	148-22	148-22	149-16
S3	147-26	148-10	149-13
S4	146-30	147-14	149-06

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	158-31	157-18	151-07
R3	155-19	154-06	150-10
R2	152-07	152-07	150-00
R1	150-26	150-26	149-22	151-16
PP	148-27	148-27	148-27	149-07
S1	147-14	147-14	149-02	148-04
S2	145-15	145-15	148-24
S3	142-03	144-02	148-14
S4	138-23	140-22	147-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-09	147-11	2-30	2.0%	1-05	0.8%	79%	False	False	353,668
10	150-09	145-14	4-27	3.2%	1-03	0.7%	87%	False	False	318,941
20	151-29	144-15	7-14	5.0%	1-12	0.9%	70%	False	False	343,025
40	151-29	144-15	7-14	5.0%	1-09	0.9%	70%	False	False	203,957
60	154-17	144-15	10-02	6.7%	1-08	0.8%	52%	False	False	136,134
80	154-17	144-15	10-02	6.7%	1-09	0.8%	52%	False	False	102,194
100	154-17	143-00	11-17	7.7%	1-08	0.8%	58%	False	False	81,814

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	153-22
2.618	152-08
1.618	151-12
1.000	150-27
0.618	150-16
HIGH	149-31
0.618	149-20
0.500	149-17
0.382	149-14
LOW	149-03
0.618	148-18
1.000	148-07
1.618	147-22
2.618	146-26
4.250	145-12

Fisher Pivots for day following 01-Oct-2012
Pivot	1 day	3 day
R1	149-20	149-22
PP	149-18	149-22
S1	149-17	149-21

Download as Excel Spreadsheet

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

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