ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 147-10 146-20 -0-22 -0.5% 146-00
High 147-10 146-20 -0-22 -0.5% 148-23
Low 146-26 145-04 -1-22 -1.1% 146-00
Close 146-26 145-09 -1-17 -1.0% 148-07
Range 0-16 1-16 1-00 200.0% 2-23
ATR 0-30 1-00 0-02 5.6% 0-00
Volume 24 38 14 58.3% 128
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 150-06 149-07 146-03
R3 148-22 147-23 145-22
R2 147-06 147-06 145-18
R1 146-07 146-07 145-13 145-30
PP 145-22 145-22 145-22 145-17
S1 144-23 144-23 145-05 144-14
S2 144-06 144-06 145-00
S3 142-22 143-07 144-28
S4 141-06 141-23 144-15
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
5 148-23 145-04 3-19 2.5% 1-01 0.7% 4% False True 35
10 148-23 145-04 3-19 2.5% 0-30 0.6% 4% False True 25
20 148-23 145-04 3-19 2.5% 0-24 0.5% 4% False True 17
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 23 trading days
Fibonacci Retracements and Extensions
4.250 153-00
2.618 150-18
1.618 149-02
1.000 148-04
0.618 147-18
HIGH 146-20
0.618 146-02
0.500 145-28
0.382 145-22
LOW 145-04
0.618 144-06
1.000 143-20
1.618 142-22
2.618 141-06
4.250 138-24
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 145-28 146-25
PP 145-22 146-09
S1 145-15 145-25

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

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