ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 150-23 150-11 -0-12 -0.2% 148-09
High 150-31 150-26 -0-05 -0.1% 150-25
Low 150-02 149-27 -0-07 -0.1% 148-04
Close 150-07 149-31 -0-08 -0.2% 150-16
Range 0-29 0-31 0-02 6.9% 2-21
ATR 1-07 1-06 -0-01 -1.5% 0-00
Volume 48,004 27,842 -20,162 -42.0% 1,471,456
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 153-04 152-16 150-16
R3 152-05 151-17 150-08
R2 151-06 151-06 150-05
R1 150-18 150-18 150-02 150-12
PP 150-07 150-07 150-07 150-04
S1 149-19 149-19 149-28 149-14
S2 149-08 149-08 149-25
S3 148-09 148-20 149-22
S4 147-10 147-21 149-14
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 157-25 156-25 151-31
R3 155-04 154-04 151-07
R2 152-15 152-15 151-00
R1 151-15 151-15 150-24 151-31
PP 149-26 149-26 149-26 150-02
S1 148-26 148-26 150-08 149-10
S2 147-05 147-05 150-00
S3 144-16 146-05 149-25
S4 141-27 143-16 149-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-31 148-17 2-14 1.6% 1-02 0.7% 59% False False 178,589
10 150-31 146-12 4-19 3.1% 1-02 0.7% 78% False False 250,059
20 150-31 145-03 5-28 3.9% 1-04 0.8% 83% False False 266,518
40 153-11 145-03 8-08 5.5% 1-08 0.8% 59% False False 290,277
60 153-11 145-03 8-08 5.5% 1-10 0.9% 59% False False 299,644
80 153-11 144-13 8-30 6.0% 1-12 0.9% 62% False False 285,413
100 153-11 140-10 13-01 8.7% 1-09 0.8% 74% False False 228,443
120 153-11 134-08 19-03 12.7% 1-07 0.8% 82% False False 190,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154-30
2.618 153-11
1.618 152-12
1.000 151-25
0.618 151-13
HIGH 150-26
0.618 150-14
0.500 150-10
0.382 150-07
LOW 149-27
0.618 149-08
1.000 148-28
1.618 148-09
2.618 147-10
4.250 145-23
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 150-10 150-00
PP 150-07 149-31
S1 150-03 149-31

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

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