ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 148-19 148-21 0-02 0.0% 150-17
High 149-08 149-26 0-18 0.4% 150-17
Low 148-11 148-20 0-09 0.2% 148-11
Close 148-22 149-09 0-19 0.4% 148-22
Range 0-29 1-06 0-09 31.0% 2-06
ATR 1-01 1-01 0-00 1.1% 0-00
Volume 33,052 190,066 157,014 475.1% 55,826
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 152-26 152-07 149-30
R3 151-20 151-01 149-19
R2 150-14 150-14 149-16
R1 149-27 149-27 149-12 150-04
PP 149-08 149-08 149-08 149-12
S1 148-21 148-21 149-06 148-30
S2 148-02 148-02 149-02
S3 146-28 147-15 148-31
S4 145-22 146-09 148-20
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 155-24 154-13 149-28
R3 153-18 152-07 149-09
R2 151-12 151-12 149-03
R1 150-01 150-01 148-28 149-20
PP 149-06 149-06 149-06 148-31
S1 147-27 147-27 148-16 147-14
S2 147-00 147-00 148-09
S3 144-26 145-21 148-03
S4 142-20 143-15 147-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-17 148-11 2-06 1.5% 1-00 0.7% 43% False False 49,178
10 151-10 148-11 2-31 2.0% 0-28 0.6% 32% False False 25,845
20 151-10 146-08 5-02 3.4% 1-00 0.7% 60% False False 13,405
40 151-10 144-27 6-15 4.3% 0-30 0.6% 69% False False 6,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 154-28
2.618 152-29
1.618 151-23
1.000 151-00
0.618 150-17
HIGH 149-26
0.618 149-11
0.500 149-07
0.382 149-03
LOW 148-20
0.618 147-29
1.000 147-14
1.618 146-23
2.618 145-17
4.250 143-18
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 149-08 149-07
PP 149-08 149-05
S1 149-07 149-02

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

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