ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 152-22 152-12 -0-10 -0.2% 150-30
High 152-28 153-14 0-18 0.4% 152-28
Low 151-30 152-12 0-14 0.3% 150-30
Close 152-09 152-29 0-20 0.4% 152-09
Range 0-30 1-02 0-04 13.3% 1-30
ATR 1-06 1-06 0-00 -0.2% 0-00
Volume 62 344 282 454.8% 957
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 156-03 155-18 153-16
R3 155-01 154-16 153-06
R2 153-31 153-31 153-03
R1 153-14 153-14 153-00 153-22
PP 152-29 152-29 152-29 153-01
S1 152-12 152-12 152-26 152-20
S2 151-27 151-27 152-23
S3 150-25 151-10 152-20
S4 149-23 150-08 152-10
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 157-27 157-00 153-11
R3 155-29 155-02 152-26
R2 153-31 153-31 152-20
R1 153-04 153-04 152-15 153-18
PP 152-01 152-01 152-01 152-08
S1 151-06 151-06 152-03 151-20
S2 150-03 150-03 151-30
S3 148-05 149-08 151-24
S4 146-07 147-10 151-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-14 151-10 2-04 1.4% 0-30 0.6% 75% True False 149
10 153-14 148-27 4-19 3.0% 1-01 0.7% 88% True False 388
20 153-14 148-21 4-25 3.1% 1-04 0.7% 89% True False 389
40 153-20 146-11 7-09 4.8% 1-07 0.8% 90% False False 334
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 0-04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 157-30
2.618 156-07
1.618 155-05
1.000 154-16
0.618 154-03
HIGH 153-14
0.618 153-01
0.500 152-29
0.382 152-25
LOW 152-12
0.618 151-23
1.000 151-10
1.618 150-21
2.618 149-19
4.250 147-28
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 152-29 152-27
PP 152-29 152-24
S1 152-29 152-22

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

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