ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 27-Dec-2012

Day Change Summary
	Previous	Current
	26-Dec-2012	27-Dec-2012	Change	Change %	Previous Week
Open	146-05	146-26	0-21	0.4%	146-08
High	146-05	147-00	0-27	0.6%	146-08
Low	146-02	146-18	0-16	0.3%	144-22
Close	146-02	146-30	0-28	0.6%	146-08
Range	0-03	0-14	0-11	366.7%	1-18
ATR	0-19	0-20	0-01	3.9%	0-00
Volume	1	15	14	1,400.0%	5

Daily Pivots for day following 27-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-05	147-31	147-06
R3	147-23	147-17	147-02
R2	147-09	147-09	147-01
R1	147-03	147-03	146-31	147-06
PP	146-27	146-27	146-27	146-28
S1	146-21	146-21	146-29	146-24
S2	146-13	146-13	146-27
S3	145-31	146-07	146-26
S4	145-17	145-25	146-22

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	150-13	149-29	147-04
R3	148-27	148-11	146-22
R2	147-09	147-09	146-17
R1	146-25	146-25	146-13	147-01
PP	145-23	145-23	145-23	145-28
S1	145-07	145-07	146-03	145-15
S2	144-05	144-05	145-31
S3	142-19	143-21	145-26
S4	141-01	142-03	145-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147-00	145-08	1-24	1.2%	0-05	0.1%	96%	True	False	3
10	147-03	144-22	2-13	1.6%	0-05	0.1%	94%	False	False	2
20	149-11	144-22	4-21	3.2%	0-06	0.1%	48%	False	False	2

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	0-01
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	148-28
2.618	148-05
1.618	147-23
1.000	147-14
0.618	147-09
HIGH	147-00
0.618	146-27
0.500	146-25
0.382	146-23
LOW	146-18
0.618	146-09
1.000	146-04
1.618	145-27
2.618	145-13
4.250	144-22

Fisher Pivots for day following 27-Dec-2012
Pivot	1 day	3 day
R1	146-28	146-25
PP	146-27	146-20
S1	146-25	146-16

Download as Excel Spreadsheet

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

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