ECBOT 30 Year Treasury Bond Future June 2013

Trading Metrics calculated at close of trading on 31-Dec-2012

Day Change Summary
	Previous	Current
	28-Dec-2012	31-Dec-2012	Change	Change %	Previous Week
Open	146-18	147-08	0-22	0.5%	145-31
High	147-06	147-08	0-02	0.0%	147-06
Low	146-18	145-17	-1-01	-0.7%	145-31
Close	146-30	146-02	-0-28	-0.6%	146-30
Range	0-20	1-23	1-03	175.0%	1-07
ATR	0-20	0-23	0-02	12.4%	0-00
Volume	31	15	-16	-51.6%	48

Daily Pivots for day following 31-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	151-14	150-15	147-00
R3	149-23	148-24	146-17
R2	148-00	148-00	146-12
R1	147-01	147-01	146-07	146-21
PP	146-09	146-09	146-09	146-03
S1	145-10	145-10	145-29	144-30
S2	144-18	144-18	145-24
S3	142-27	143-19	145-19
S4	141-04	141-28	145-04

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	150-11	149-28	147-19
R3	149-04	148-21	147-09
R2	147-29	147-29	147-05
R1	147-14	147-14	147-02	147-22
PP	146-22	146-22	146-22	146-26
S1	146-07	146-07	146-26	146-14
S2	145-15	145-15	146-23
S3	144-08	145-00	146-19
S4	143-01	143-25	146-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147-08	145-17	1-23	1.2%	0-18	0.4%	31%	True	True	12
10	147-08	144-22	2-18	1.8%	0-11	0.2%	54%	True	False	6
20	149-11	144-22	4-21	3.2%	0-08	0.2%	30%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	154-18
2.618	151-24
1.618	150-01
1.000	148-31
0.618	148-10
HIGH	147-08
0.618	146-19
0.500	146-12
0.382	146-06
LOW	145-17
0.618	144-15
1.000	143-26
1.618	142-24
2.618	141-01
4.250	138-07

Fisher Pivots for day following 31-Dec-2012
Pivot	1 day	3 day
R1	146-12	146-12
PP	146-09	146-09
S1	146-06	146-06

Download as Excel Spreadsheet

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

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