ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 03-Oct-2012

Day Change Summary
	Previous	Current
	02-Oct-2012	03-Oct-2012	Change	Change %	Previous Week
Open	147-28	148-22	0-26	0.5%	146-05
High	148-17	148-22	0-05	0.1%	148-21
Low	147-28	148-10	0-14	0.3%	146-05
Close	148-17	148-10	-0-07	-0.1%	148-00
Range	0-21	0-12	-0-09	-42.9%	2-16
ATR	0-29	0-28	-0-01	-4.2%	0-00
Volume	10	6	-4	-40.0%	61

Daily Pivots for day following 03-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	149-18	149-10	148-17
R3	149-06	148-30	148-13
R2	148-26	148-26	148-12
R1	148-18	148-18	148-11	148-16
PP	148-14	148-14	148-14	148-13
S1	148-06	148-06	148-09	148-04
S2	148-02	148-02	148-08
S3	147-22	147-26	148-07
S4	147-10	147-14	148-03

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	155-03	154-02	149-12
R3	152-19	151-18	148-22
R2	150-03	150-03	148-15
R1	149-02	149-02	148-07	149-18
PP	147-19	147-19	147-19	147-28
S1	146-18	146-18	147-25	147-02
S2	145-03	145-03	147-17
S3	142-19	144-02	147-10
S4	140-03	141-18	146-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-22	147-27	0-27	0.6%	0-18	0.4%	56%	True	False	10
10	148-22	145-06	3-16	2.4%	0-17	0.4%	89%	True	False	9

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	True
Stretch	0-01
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	150-09
2.618	149-21
1.618	149-09
1.000	149-02
0.618	148-29
HIGH	148-22
0.618	148-17
0.500	148-16
0.382	148-15
LOW	148-10
0.618	148-03
1.000	147-30
1.618	147-23
2.618	147-11
4.250	146-23

Fisher Pivots for day following 03-Oct-2012
Pivot	1 day	3 day
R1	148-16	148-10
PP	148-14	148-09
S1	148-12	148-08

Download as Excel Spreadsheet

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

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