ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 148-09 147-02 -1-07 -0.8% 149-19
High 148-12 147-08 -1-04 -0.8% 150-02
Low 147-00 145-19 -1-13 -1.0% 147-09
Close 147-09 145-30 -1-11 -0.9% 148-11
Range 1-12 1-21 0-09 20.5% 2-25
ATR 1-01 1-02 0-02 4.6% 0-00
Volume 319,764 483,223 163,459 51.1% 1,777,619
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 151-07 150-08 146-27
R3 149-18 148-19 146-13
R2 147-29 147-29 146-08
R1 146-30 146-30 146-03 146-19
PP 146-08 146-08 146-08 146-03
S1 145-09 145-09 145-25 144-30
S2 144-19 144-19 145-20
S3 142-30 143-20 145-15
S4 141-09 141-31 145-01
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 156-29 155-13 149-28
R3 154-04 152-20 149-03
R2 151-11 151-11 148-27
R1 149-27 149-27 148-19 149-06
PP 148-18 148-18 148-18 148-08
S1 147-02 147-02 148-03 146-14
S2 145-25 145-25 147-27
S3 143-00 144-09 147-19
S4 140-07 141-16 146-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-12 145-19 3-25 2.6% 1-11 0.9% 9% False True 416,881
10 150-28 145-19 5-09 3.6% 1-04 0.8% 7% False True 369,554
20 150-28 145-19 5-09 3.6% 1-00 0.7% 7% False True 294,161
40 151-10 144-30 6-12 4.4% 0-31 0.7% 16% False False 147,692
60 151-10 144-27 6-15 4.4% 0-30 0.6% 17% False False 98,471
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 0-07
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 154-09
2.618 151-19
1.618 149-30
1.000 148-29
0.618 148-09
HIGH 147-08
0.618 146-20
0.500 146-14
0.382 146-07
LOW 145-19
0.618 144-18
1.000 143-30
1.618 142-29
2.618 141-08
4.250 138-18
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 146-14 147-03
PP 146-08 146-23
S1 146-03 146-10

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

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