ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 12-Dec-2012

Day Change Summary
	Previous	Current
	11-Dec-2012	12-Dec-2012	Change	Change %	Previous Week
Open	151-02	150-12	-0-22	-0.5%	151-04
High	151-05	150-20	-0-17	-0.4%	152-17
Low	150-08	149-09	-0-31	-0.6%	150-12
Close	150-12	149-14	-0-30	-0.6%	150-28
Range	0-29	1-11	0-14	48.3%	2-05
ATR	1-01	1-01	0-01	2.3%	0-00
Volume	7,243	7,451	208	2.9%	135,572

Daily Pivots for day following 12-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-26	152-31	150-06
R3	152-15	151-20	149-26
R2	151-04	151-04	149-22
R1	150-09	150-09	149-18	150-01
PP	149-25	149-25	149-25	149-21
S1	148-30	148-30	149-10	148-22
S2	148-14	148-14	149-06
S3	147-03	147-19	149-02
S4	145-24	146-08	148-22

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-23	156-15	152-02
R3	155-18	154-10	151-15
R2	153-13	153-13	151-09
R1	152-05	152-05	151-02	151-22
PP	151-08	151-08	151-08	151-01
S1	150-00	150-00	150-22	149-18
S2	149-03	149-03	150-15
S3	146-30	147-27	150-09
S4	144-25	145-22	149-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-17	149-09	3-08	2.2%	1-03	0.7%	5%	False	True	11,342
10	152-17	149-09	3-08	2.2%	0-30	0.6%	5%	False	True	68,973
20	152-21	149-09	3-12	2.3%	0-31	0.6%	5%	False	True	205,961
40	152-21	146-02	6-19	4.4%	1-03	0.7%	51%	False	False	261,191
60	152-21	145-19	7-02	4.7%	1-04	0.7%	54%	False	False	275,161
80	152-21	144-15	8-06	5.5%	1-06	0.8%	61%	False	False	271,989
100	154-17	144-15	10-02	6.7%	1-07	0.8%	49%	False	False	217,939
120	154-17	144-15	10-02	6.7%	1-06	0.8%	49%	False	False	181,681

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	156-11
2.618	154-05
1.618	152-26
1.000	151-31
0.618	151-15
HIGH	150-20
0.618	150-04
0.500	149-30
0.382	149-25
LOW	149-09
0.618	148-14
1.000	147-30
1.618	147-03
2.618	145-24
4.250	143-18

Fisher Pivots for day following 12-Dec-2012
Pivot	1 day	3 day
R1	149-30	150-11
PP	149-25	150-01
S1	149-20	149-24

Download as Excel Spreadsheet

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

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