ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 148-21 149-07 0-18 0.4% 150-17
High 149-26 149-23 -0-03 -0.1% 150-17
Low 148-20 148-31 0-11 0.2% 148-11
Close 149-09 149-18 0-09 0.2% 148-22
Range 1-06 0-24 -0-14 -36.8% 2-06
ATR 1-01 1-01 -0-01 -2.0% 0-00
Volume 190,066 223,655 33,589 17.7% 55,826
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 151-21 151-12 149-31
R3 150-29 150-20 149-25
R2 150-05 150-05 149-22
R1 149-28 149-28 149-20 150-00
PP 149-13 149-13 149-13 149-16
S1 149-04 149-04 149-16 149-08
S2 148-21 148-21 149-14
S3 147-29 148-12 149-11
S4 147-05 147-20 149-05
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
5 150-10 148-11 1-31 1.3% 1-00 0.7% 62% False False 93,573
10 151-10 148-11 2-31 2.0% 0-29 0.6% 41% False False 47,971
20 151-10 146-08 5-02 3.4% 1-00 0.7% 65% False False 24,584
40 151-10 144-27 6-15 4.3% 0-30 0.6% 73% False False 12,321
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 0-05
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 152-29
2.618 151-22
1.618 150-30
1.000 150-15
0.618 150-06
HIGH 149-23
0.618 149-14
0.500 149-11
0.382 149-08
LOW 148-31
0.618 148-16
1.000 148-07
1.618 147-24
2.618 147-00
4.250 145-25
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 149-16 149-13
PP 149-13 149-08
S1 149-11 149-02

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

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