ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 149-26 149-17 -0-09 -0.2% 150-24
High 150-06 149-18 -0-20 -0.4% 151-11
Low 149-14 148-02 -1-12 -0.9% 148-05
Close 149-23 148-10 -1-13 -0.9% 149-24
Range 0-24 1-16 0-24 100.0% 3-06
ATR 1-10 1-10 0-01 2.0% 0-00
Volume 1,020 541 -479 -47.0% 7,196
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 153-05 152-07 149-04
R3 151-21 150-23 148-23
R2 150-05 150-05 148-19
R1 149-07 149-07 148-14 148-30
PP 148-21 148-21 148-21 148-16
S1 147-23 147-23 148-06 147-14
S2 147-05 147-05 148-01
S3 145-21 146-07 147-29
S4 144-05 144-23 147-16
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 159-10 157-23 151-16
R3 156-04 154-17 150-20
R2 152-30 152-30 150-11
R1 151-11 151-11 150-01 150-18
PP 149-24 149-24 149-24 149-11
S1 148-05 148-05 149-15 147-12
S2 146-18 146-18 149-05
S3 143-12 144-31 148-28
S4 140-06 141-25 148-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-06 148-02 2-04 1.4% 1-01 0.7% 12% False True 1,325
10 153-05 148-02 5-03 3.4% 1-12 0.9% 5% False True 1,049
20 154-17 148-02 6-15 4.4% 1-10 0.9% 4% False True 844
40 154-17 148-02 6-15 4.4% 1-06 0.8% 4% False True 624
60 154-17 146-11 8-06 5.5% 1-08 0.8% 24% False False 508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 155-30
2.618 153-16
1.618 152-00
1.000 151-02
0.618 150-16
HIGH 149-18
0.618 149-00
0.500 148-26
0.382 148-20
LOW 148-02
0.618 147-04
1.000 146-18
1.618 145-20
2.618 144-04
4.250 141-22
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 148-26 149-04
PP 148-21 148-27
S1 148-15 148-19

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

View Archives - Comment on this page... - Back to Index of Symbols