ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 19-Dec-2012

Day Change Summary
	Previous	Current
	18-Dec-2012	19-Dec-2012	Change	Change %	Previous Week
Open	144-22	145-10	0-20	0.4%	148-16
High	144-22	145-10	0-20	0.4%	148-28
Low	144-22	145-10	0-20	0.4%	146-02
Close	144-22	145-10	0-20	0.4%	147-03
Range
ATR	0-21	0-21	0-00	-0.4%	0-00
Volume	1	1	0	0.0%	11

Daily Pivots for day following 19-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	145-10	145-10	145-10
R3	145-10	145-10	145-10
R2	145-10	145-10	145-10
R1	145-10	145-10	145-10	145-10
PP	145-10	145-10	145-10	145-10
S1	145-10	145-10	145-10	145-10
S2	145-10	145-10	145-10
S3	145-10	145-10	145-10
S4	145-10	145-10	145-10

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	147-03	144-22	2-13	1.7%	0-05	0.1%	26%	False	False	1
10	149-11	144-22	4-21	3.2%	0-07	0.1%	13%	False	False	2

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	145-10
2.618	145-10
1.618	145-10
1.000	145-10
0.618	145-10
HIGH	145-10
0.618	145-10
0.500	145-10
0.382	145-10
LOW	145-10
0.618	145-10
1.000	145-10
1.618	145-10
2.618	145-10
4.250	145-10

Fisher Pivots for day following 19-Dec-2012
Pivot	1 day	3 day
R1	145-10	145-15
PP	145-10	145-13
S1	145-10	145-12

Download as Excel Spreadsheet

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

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