ECBOT 30 Year Treasury Bond Future December 2012

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

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	149-20	149-13	-0-07	-0.1%	147-11
High	149-26	149-15	-0-11	-0.2%	150-07
Low	149-00	148-01	-0-31	-0.7%	147-10
Close	149-14	148-06	-1-08	-0.8%	149-18
Range	0-26	1-14	0-20	76.9%	2-29
ATR	1-07	1-08	0-00	1.2%	0-00
Volume	220,089	306,049	85,960	39.1%	1,405,984

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-28	151-31	148-31
R3	151-14	150-17	148-19
R2	150-00	150-00	148-14
R1	149-03	149-03	148-10	148-26
PP	148-18	148-18	148-18	148-14
S1	147-21	147-21	148-02	147-12
S2	147-04	147-04	147-30
S3	145-22	146-07	147-25
S4	144-08	144-25	147-13

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-24	156-18	151-05
R3	154-27	153-21	150-12
R2	151-30	151-30	150-03
R1	150-24	150-24	149-27	151-11
PP	149-01	149-01	149-01	149-10
S1	147-27	147-27	149-09	148-14
S2	146-04	146-04	149-01
S3	143-07	144-30	148-24
S4	140-10	142-01	147-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-07	147-15	2-24	1.9%	1-10	0.9%	26%	False	False	321,613
10	150-07	147-10	2-29	2.0%	1-07	0.8%	30%	False	False	293,345
20	150-09	145-19	4-22	3.2%	1-05	0.8%	55%	False	False	303,103
40	151-29	144-15	7-14	5.0%	1-09	0.9%	50%	False	False	282,788
60	154-17	144-15	10-02	6.8%	1-10	0.9%	37%	False	False	189,105
80	154-17	144-15	10-02	6.8%	1-07	0.8%	37%	False	False	141,926
100	154-17	144-15	10-02	6.8%	1-09	0.9%	37%	False	False	113,591

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	0-09
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	155-18
2.618	153-07
1.618	151-25
1.000	150-29
0.618	150-11
HIGH	149-15
0.618	148-29
0.500	148-24
0.382	148-19
LOW	148-01
0.618	147-05
1.000	146-19
1.618	145-23
2.618	144-09
4.250	141-30

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	148-24	149-04
PP	148-18	148-26
S1	148-12	148-16

Download as Excel Spreadsheet

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

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