ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 152-08 150-05 -2-03 -1.4% 151-29
High 152-14 151-05 -1-09 -0.8% 153-11
Low 149-08 149-28 0-20 0.4% 149-08
Close 150-01 151-00 0-31 0.6% 150-01
Range 3-06 1-09 -1-29 -59.8% 4-03
ATR 1-12 1-12 0-00 -0.5% 0-00
Volume 522,743 327,783 -194,960 -37.3% 1,815,458
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 154-17 154-01 151-23
R3 153-08 152-24 151-11
R2 151-31 151-31 151-08
R1 151-15 151-15 151-04 151-23
PP 150-22 150-22 150-22 150-26
S1 150-06 150-06 150-28 150-14
S2 149-13 149-13 150-24
S3 148-04 148-29 150-21
S4 146-27 147-20 150-09
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 163-05 160-22 152-09
R3 159-02 156-19 151-05
R2 154-31 154-31 150-25
R1 152-16 152-16 150-13 151-22
PP 150-28 150-28 150-28 150-15
S1 148-13 148-13 149-21 147-19
S2 146-25 146-25 149-09
S3 142-22 144-10 148-29
S4 138-19 140-07 147-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-11 149-08 4-03 2.7% 1-20 1.1% 43% False False 366,508
10 153-11 149-08 4-03 2.7% 1-11 0.9% 43% False False 321,249
20 153-11 147-26 5-17 3.7% 1-08 0.8% 58% False False 275,149
40 153-11 146-28 6-15 4.3% 1-13 0.9% 64% False False 334,539
60 153-11 141-30 11-13 7.6% 1-13 0.9% 79% False False 259,735
80 153-11 137-12 15-31 10.6% 1-08 0.8% 85% False False 194,854
100 153-11 134-08 19-03 12.6% 1-05 0.8% 88% False False 155,889
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156-19
2.618 154-16
1.618 153-07
1.000 152-14
0.618 151-30
HIGH 151-05
0.618 150-21
0.500 150-16
0.382 150-12
LOW 149-28
0.618 149-03
1.000 148-19
1.618 147-26
2.618 146-17
4.250 144-14
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 150-27 151-07
PP 150-22 151-05
S1 150-16 151-02

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

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