ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 148-15 147-17 -0-30 -0.6% 150-30
High 148-19 148-08 -0-11 -0.2% 151-13
Low 147-00 147-11 0-11 0.2% 148-22
Close 147-10 148-01 0-23 0.5% 149-23
Range 1-19 0-29 -0-22 -43.1% 2-23
ATR 1-03 1-03 0-00 -1.1% 0-00
Volume 1,696 2,546 850 50.1% 31,903
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 150-19 150-07 148-17
R3 149-22 149-10 148-09
R2 148-25 148-25 148-06
R1 148-13 148-13 148-04 148-19
PP 147-28 147-28 147-28 147-31
S1 147-16 147-16 147-30 147-22
S2 146-31 146-31 147-28
S3 146-02 146-19 147-25
S4 145-05 145-22 147-17
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 158-03 156-20 151-07
R3 155-12 153-29 150-15
R2 152-21 152-21 150-07
R1 151-06 151-06 149-31 150-18
PP 149-30 149-30 149-30 149-20
S1 148-15 148-15 149-15 147-27
S2 147-07 147-07 149-07
S3 144-16 145-24 148-31
S4 141-25 143-01 148-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-29 147-00 2-29 2.0% 1-05 0.8% 35% False False 3,475
10 152-17 147-00 5-17 3.7% 1-04 0.8% 19% False False 7,408
20 152-17 147-00 5-17 3.7% 1-00 0.7% 19% False False 128,600
40 152-21 146-02 6-19 4.5% 1-02 0.7% 30% False False 218,947
60 152-21 146-02 6-19 4.5% 1-04 0.8% 30% False False 251,600
80 152-21 144-15 8-06 5.5% 1-06 0.8% 44% False False 269,827
100 153-05 144-15 8-22 5.9% 1-07 0.8% 41% False False 218,064
120 154-17 144-15 10-02 6.8% 1-06 0.8% 35% False False 181,805
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 152-03
2.618 150-20
1.618 149-23
1.000 149-05
0.618 148-26
HIGH 148-08
0.618 147-29
0.500 147-26
0.382 147-22
LOW 147-11
0.618 146-25
1.000 146-14
1.618 145-28
2.618 144-31
4.250 143-16
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 147-30 148-11
PP 147-28 148-08
S1 147-26 148-04

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

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