ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 14-Dec-2012

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	146-02	147-03	1-01	0.7%	148-16
High	146-19	147-03	0-16	0.3%	148-28
Low	146-02	147-03	1-01	0.7%	146-02
Close	146-19	147-03	0-16	0.3%	147-03
Range	0-17	0-00	-0-17	-100.0%	2-26
ATR
Volume	4	1	-3	-75.0%	11

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	147-03	147-03	147-03
R3	147-03	147-03	147-03
R2	147-03	147-03	147-03
R1	147-03	147-03	147-03	147-03
PP	147-03	147-03	147-03	147-03
S1	147-03	147-03	147-03	147-03
S2	147-03	147-03	147-03
S3	147-03	147-03	147-03
S4	147-03	147-03	147-03

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	155-25	154-08	148-20
R3	152-31	151-14	147-28
R2	150-05	150-05	147-20
R1	148-20	148-20	147-11	148-00
PP	147-11	147-11	147-11	147-01
S1	145-26	145-26	146-27	145-06
S2	144-17	144-17	146-18
S3	141-23	143-00	146-10
S4	138-29	140-06	145-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-28	146-02	2-26	1.9%	0-10	0.2%	37%	False	False	2
10	149-11	146-02	3-09	2.2%	0-06	0.1%	31%	False	False	3

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	0-00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147-03
2.618	147-03
1.618	147-03
1.000	147-03
0.618	147-03
HIGH	147-03
0.618	147-03
0.500	147-03
0.382	147-03
LOW	147-03
0.618	147-03
1.000	147-03
1.618	147-03
2.618	147-03
4.250	147-03

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	147-03	146-30
PP	147-03	146-24
S1	147-03	146-18

Download as Excel Spreadsheet

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

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