ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 07-Nov-2012

Day Change Summary
	Previous	Current
	06-Nov-2012	07-Nov-2012	Change	Change %	Previous Week
Open	147-24	147-00	-0-24	-0.5%	147-00
High	147-27	149-05	1-10	0.9%	148-00
Low	146-25	147-00	0-07	0.1%	146-08
Close	146-30	148-31	2-01	1.4%	147-02
Range	1-02	2-05	1-03	102.9%	1-24
ATR	1-00	1-03	0-03	8.7%	0-00
Volume	1,023	1,543	520	50.8%	1,369

Daily Pivots for day following 07-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-27	154-02	150-05
R3	152-22	151-29	149-18
R2	150-17	150-17	149-12
R1	149-24	149-24	149-05	150-04
PP	148-12	148-12	148-12	148-18
S1	147-19	147-19	148-25	148-00
S2	146-07	146-07	148-18
S3	144-02	145-14	148-12
S4	141-29	143-09	147-25

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-11	151-15	148-01
R3	150-19	149-23	147-17
R2	148-27	148-27	147-12
R1	147-31	147-31	147-07	148-13
PP	147-03	147-03	147-03	147-10
S1	146-07	146-07	146-29	146-21
S2	145-11	145-11	146-24
S3	143-19	144-15	146-19
S4	141-27	142-23	146-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149-05	146-08	2-29	2.0%	1-07	0.8%	94%	True	False	817
10	149-05	144-30	4-07	2.8%	1-01	0.7%	96%	True	False	435
20	149-05	144-27	4-10	2.9%	1-00	0.7%	96%	True	False	261

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	0-02
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	158-10
2.618	154-26
1.618	152-21
1.000	151-10
0.618	150-16
HIGH	149-05
0.618	148-11
0.500	148-02
0.382	147-26
LOW	147-00
0.618	145-21
1.000	144-27
1.618	143-16
2.618	141-11
4.250	137-27

Fisher Pivots for day following 07-Nov-2012
Pivot	1 day	3 day
R1	148-22	148-20
PP	148-12	148-10
S1	148-02	147-31

Download as Excel Spreadsheet

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

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