ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 148-14 147-10 -1-04 -0.8% 146-00
High 148-14 147-10 -1-04 -0.8% 148-23
Low 147-23 146-26 -0-29 -0.6% 146-00
Close 148-02 146-26 -1-08 -0.8% 148-07
Range 0-23 0-16 -0-07 -30.4% 2-23
ATR 0-29 0-30 0-01 2.6% 0-00
Volume 41 24 -17 -41.5% 128
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 148-15 148-05 147-03
R3 147-31 147-21 146-30
R2 147-15 147-15 146-29
R1 147-05 147-05 146-27 147-02
PP 146-31 146-31 146-31 146-30
S1 146-21 146-21 146-25 146-18
S2 146-15 146-15 146-23
S3 145-31 146-05 146-22
S4 145-15 145-21 146-17
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 155-26 154-23 149-23
R3 153-03 152-00 148-31
R2 150-12 150-12 148-23
R1 149-09 149-09 148-15 149-26
PP 147-21 147-21 147-21 147-29
S1 146-18 146-18 147-31 147-04
S2 144-30 144-30 147-23
S3 142-07 143-27 147-15
S4 139-16 141-04 146-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-23 146-08 2-15 1.7% 1-00 0.7% 23% False False 29
10 148-23 146-00 2-23 1.9% 0-26 0.6% 30% False False 22
20 148-23 145-06 3-17 2.4% 0-22 0.5% 46% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 149-14
2.618 148-20
1.618 148-04
1.000 147-26
0.618 147-20
HIGH 147-10
0.618 147-04
0.500 147-02
0.382 147-00
LOW 146-26
0.618 146-16
1.000 146-10
1.618 146-00
2.618 145-16
4.250 144-22
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 147-02 147-24
PP 146-31 147-14
S1 146-29 147-04

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

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