ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 11-Oct-2012

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	146-20	147-08	0-20	0.4%	148-12
High	147-16	148-00	0-16	0.3%	148-22
Low	146-08	146-23	0-15	0.3%	146-04
Close	147-11	147-28	0-17	0.4%	146-04
Range	1-08	1-09	0-01	2.5%	2-18
ATR	0-28	0-29	0-01	3.2%	0-00
Volume	7	25	18	257.1%	47

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-12	150-29	148-19
R3	150-03	149-20	148-07
R2	148-26	148-26	148-04
R1	148-11	148-11	148-00	148-18
PP	147-17	147-17	147-17	147-21
S1	147-02	147-02	147-24	147-10
S2	146-08	146-08	147-20
S3	144-31	145-25	147-17
S4	143-22	144-16	147-05

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-21	152-31	147-17
R3	152-03	150-13	146-27
R2	149-17	149-17	146-19
R1	147-27	147-27	146-12	147-13
PP	146-31	146-31	146-31	146-24
S1	145-09	145-09	145-28	144-27
S2	144-13	144-13	145-21
S3	141-27	142-23	145-13
S4	139-09	140-05	144-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-00	146-00	2-00	1.4%	0-31	0.7%	94%	True	False	19
10	148-22	146-00	2-22	1.8%	0-25	0.5%	70%	False	False	14
20	148-22	143-08	5-14	3.7%	0-23	0.5%	85%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	153-14
2.618	151-11
1.618	150-02
1.000	149-09
0.618	148-25
HIGH	148-00
0.618	147-16
0.500	147-12
0.382	147-07
LOW	146-23
0.618	145-30
1.000	145-14
1.618	144-21
2.618	143-12
4.250	141-09

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	147-22	147-20
PP	147-17	147-12
S1	147-12	147-04

Download as Excel Spreadsheet

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

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