ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	147-00	148-24	1-24	1.2%	147-00
High	149-05	150-05	1-00	0.7%	148-00
Low	147-00	148-15	1-15	1.0%	146-08
Close	148-31	149-27	0-28	0.6%	147-02
Range	2-05	1-22	-0-15	-21.7%	1-24
ATR	1-03	1-04	0-01	3.9%	0-00
Volume	1,543	2,278	735	47.6%	1,369

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-18	153-28	150-25
R3	152-28	152-06	150-10
R2	151-06	151-06	150-05
R1	150-16	150-16	150-00	150-27
PP	149-16	149-16	149-16	149-21
S1	148-26	148-26	149-22	149-05
S2	147-26	147-26	149-17
S3	146-04	147-04	149-12
S4	144-14	145-14	148-29

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	150-05	146-08	3-29	2.6%	1-12	0.9%	92%	True	False	1,146
10	150-05	145-28	4-09	2.9%	1-03	0.7%	93%	True	False	659
20	150-05	144-27	5-10	3.5%	1-00	0.7%	94%	True	False	374
40	150-05	143-08	6-29	4.6%	0-28	0.6%	95%	True	False	194

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	False
Stretch	0-02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157-10
2.618	154-18
1.618	152-28
1.000	151-27
0.618	151-06
HIGH	150-05
0.618	149-16
0.500	149-10
0.382	149-04
LOW	148-15
0.618	147-14
1.000	146-25
1.618	145-24
2.618	144-02
4.250	141-10

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	149-21	149-12
PP	149-16	148-30
S1	149-10	148-15

Download as Excel Spreadsheet

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

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