ECBOT 30 Year Treasury Bond Future March 2013

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

Day Change Summary
	Previous	Current
	10-Dec-2012	11-Dec-2012	Change	Change %	Previous Week
Open	149-19	149-22	0-03	0.1%	149-26
High	150-02	149-27	-0-07	-0.1%	150-28
Low	149-15	148-27	-0-20	-0.4%	149-01
Close	149-23	149-01	-0-22	-0.5%	149-17
Range	0-19	1-00	0-13	68.4%	1-27
ATR	0-30	0-30	0-00	0.4%	0-00
Volume	217,571	278,630	61,059	28.1%	1,782,073

Daily Pivots for day following 11-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	152-08	151-20	149-19
R3	151-08	150-20	149-10
R2	150-08	150-08	149-07
R1	149-20	149-20	149-04	149-14
PP	149-08	149-08	149-08	149-04
S1	148-20	148-20	148-30	148-14
S2	148-08	148-08	148-27
S3	147-08	147-20	148-24
S4	146-08	146-20	148-15

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	155-11	154-09	150-17
R3	153-16	152-14	150-01
R2	151-21	151-21	149-28
R1	150-19	150-19	149-22	150-06
PP	149-26	149-26	149-26	149-20
S1	148-24	148-24	149-12	148-12
S2	147-31	147-31	149-06
S3	146-04	146-29	149-01
S4	144-09	145-02	148-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-28	148-27	2-01	1.4%	0-29	0.6%	9%	False	True	322,227
10	150-28	148-27	2-01	1.4%	0-28	0.6%	9%	False	True	333,095
20	151-10	148-11	2-31	2.0%	0-28	0.6%	23%	False	False	190,533
40	151-10	144-27	6-15	4.3%	0-30	0.6%	65%	False	False	95,590
60	151-10	144-22	6-20	4.4%	0-27	0.6%	66%	False	False	63,731

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	0-07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154-03
2.618	152-15
1.618	151-15
1.000	150-27
0.618	150-15
HIGH	149-27
0.618	149-15
0.500	149-11
0.382	149-07
LOW	148-27
0.618	148-07
1.000	147-27
1.618	147-07
2.618	146-07
4.250	144-19

Fisher Pivots for day following 11-Dec-2012
Pivot	1 day	3 day
R1	149-11	149-24
PP	149-08	149-17
S1	149-04	149-09

Download as Excel Spreadsheet

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

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