ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 151-16 151-24 0-08 0.2% 148-20
High 152-08 151-30 -0-10 -0.2% 152-08
Low 151-01 151-13 0-12 0.2% 148-03
Close 151-20 151-21 0-01 0.0% 151-20
Range 1-07 0-17 -0-22 -56.4% 4-05
ATR 1-10 1-08 -0-02 -4.3% 0-00
Volume 410,203 51,428 -358,775 -87.5% 2,024,940
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 153-08 153-00 151-30
R3 152-23 152-15 151-26
R2 152-06 152-06 151-24
R1 151-30 151-30 151-23 151-26
PP 151-21 151-21 151-21 151-19
S1 151-13 151-13 151-19 151-08
S2 151-04 151-04 151-18
S3 150-19 150-28 151-16
S4 150-02 150-11 151-12
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 163-04 161-17 153-29
R3 158-31 157-12 152-25
R2 154-26 154-26 152-12
R1 153-07 153-07 152-00 154-00
PP 150-21 150-21 150-21 151-02
S1 149-02 149-02 151-08 149-28
S2 146-16 146-16 150-28
S3 142-11 144-29 150-15
S4 138-06 140-24 149-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-08 148-03 4-05 2.7% 1-14 0.9% 86% False False 366,240
10 152-08 147-18 4-22 3.1% 1-08 0.8% 87% False False 312,569
20 152-08 146-02 6-06 4.1% 1-08 0.8% 90% False False 316,808
40 152-08 145-14 6-26 4.5% 1-06 0.8% 91% False False 310,013
60 152-08 144-15 7-25 5.1% 1-09 0.8% 92% False False 289,090
80 154-17 144-15 10-02 6.6% 1-09 0.9% 71% False False 217,210
100 154-17 144-15 10-02 6.6% 1-08 0.8% 71% False False 173,845
120 154-17 144-15 10-02 6.6% 1-09 0.8% 71% False False 144,924
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 122 trading days
Fibonacci Retracements and Extensions
4.250 154-06
2.618 153-11
1.618 152-26
1.000 152-15
0.618 152-09
HIGH 151-30
0.618 151-24
0.500 151-22
0.382 151-19
LOW 151-13
0.618 151-02
1.000 150-28
1.618 150-17
2.618 150-00
4.250 149-05
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 151-22 151-14
PP 151-21 151-07
S1 151-21 151-00

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

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