ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 154-05 153-10 -0-27 -0.5% 153-04
High 154-12 153-10 -1-02 -0.7% 154-17
Low 153-14 150-14 -3-00 -2.0% 150-14
Close 153-23 151-02 -2-21 -1.7% 151-02
Range 0-30 2-28 1-30 206.7% 4-03
ATR 1-05 1-10 0-05 13.1% 0-00
Volume 813 821 8 1.0% 3,930
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 160-07 158-17 152-21
R3 157-11 155-21 151-27
R2 154-15 154-15 151-19
R1 152-25 152-25 151-10 152-06
PP 151-19 151-19 151-19 151-10
S1 149-29 149-29 150-26 149-10
S2 148-23 148-23 150-17
S3 145-27 147-01 150-09
S4 142-31 144-05 149-15
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 164-09 161-25 153-10
R3 160-06 157-22 152-06
R2 156-03 156-03 151-26
R1 153-19 153-19 151-14 152-26
PP 152-00 152-00 152-00 151-20
S1 149-16 149-16 150-22 148-22
S2 147-29 147-29 150-10
S3 143-26 145-13 149-30
S4 139-23 141-10 148-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-17 150-14 4-03 2.7% 1-16 1.0% 15% False True 786
10 154-17 150-14 4-03 2.7% 1-07 0.8% 15% False True 537
20 154-17 148-21 5-28 3.9% 1-04 0.8% 41% False False 464
40 154-17 148-01 6-16 4.3% 1-08 0.8% 47% False False 386
60 154-17 142-00 12-17 8.3% 1-04 0.8% 72% False False 330
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 0-04
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 165-17
2.618 160-27
1.618 157-31
1.000 156-06
0.618 155-03
HIGH 153-10
0.618 152-07
0.500 151-28
0.382 151-17
LOW 150-14
0.618 148-21
1.000 147-18
1.618 145-25
2.618 142-29
4.250 138-07
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 151-28 152-16
PP 151-19 152-00
S1 151-11 151-17

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

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