ECBOT 30 Year Treasury Bond Future March 2013

Trading Metrics calculated at close of trading on 18-Dec-2012

Day Change Summary
	Previous	Current
	17-Dec-2012	18-Dec-2012	Change	Change %	Previous Week
Open	148-09	147-02	-1-07	-0.8%	149-19
High	148-12	147-08	-1-04	-0.8%	150-02
Low	147-00	145-19	-1-13	-1.0%	147-09
Close	147-09	145-30	-1-11	-0.9%	148-11
Range	1-12	1-21	0-09	20.5%	2-25
ATR	1-01	1-02	0-02	4.6%	0-00
Volume	319,764	483,223	163,459	51.1%	1,777,619

Daily Pivots for day following 18-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-07	150-08	146-27
R3	149-18	148-19	146-13
R2	147-29	147-29	146-08
R1	146-30	146-30	146-03	146-19
PP	146-08	146-08	146-08	146-03
S1	145-09	145-09	145-25	144-30
S2	144-19	144-19	145-20
S3	142-30	143-20	145-15
S4	141-09	141-31	145-01

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-29	155-13	149-28
R3	154-04	152-20	149-03
R2	151-11	151-11	148-27
R1	149-27	149-27	148-19	149-06
PP	148-18	148-18	148-18	148-08
S1	147-02	147-02	148-03	146-14
S2	145-25	145-25	147-27
S3	143-00	144-09	147-19
S4	140-07	141-16	146-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149-12	145-19	3-25	2.6%	1-11	0.9%	9%	False	True	416,881
10	150-28	145-19	5-09	3.6%	1-04	0.8%	7%	False	True	369,554
20	150-28	145-19	5-09	3.6%	1-00	0.7%	7%	False	True	294,161
40	151-10	144-30	6-12	4.4%	0-31	0.7%	16%	False	False	147,692
60	151-10	144-27	6-15	4.4%	0-30	0.6%	17%	False	False	98,471

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	0-07
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	154-09
2.618	151-19
1.618	149-30
1.000	148-29
0.618	148-09
HIGH	147-08
0.618	146-20
0.500	146-14
0.382	146-07
LOW	145-19
0.618	144-18
1.000	143-30
1.618	142-29
2.618	141-08
4.250	138-18

Fisher Pivots for day following 18-Dec-2012
Pivot	1 day	3 day
R1	146-14	147-03
PP	146-08	146-23
S1	146-03	146-10

Download as Excel Spreadsheet

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

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