ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 146-17 147-11 0-26 0.6% 148-09
High 147-23 147-14 -0-09 -0.2% 148-12
Low 146-12 147-03 0-23 0.5% 145-19
Close 147-17 147-08 -0-09 -0.2% 147-17
Range 1-11 0-11 -1-00 -74.4% 2-25
ATR 1-03 1-01 -0-01 -4.2% 0-00
Volume 269,345 26,095 -243,250 -90.3% 1,832,079
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 148-09 148-04 147-14
R3 147-30 147-25 147-11
R2 147-19 147-19 147-10
R1 147-14 147-14 147-09 147-11
PP 147-08 147-08 147-08 147-07
S1 147-03 147-03 147-07 147-00
S2 146-29 146-29 147-06
S3 146-18 146-24 147-05
S4 146-07 146-13 147-02
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 155-16 154-10 149-02
R3 152-23 151-17 148-09
R2 149-30 149-30 148-01
R1 148-24 148-24 147-25 147-30
PP 147-05 147-05 147-05 146-25
S1 145-31 145-31 147-09 145-06
S2 144-12 144-12 147-01
S3 141-19 143-06 146-25
S4 138-26 140-13 146-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-23 145-19 2-04 1.4% 1-02 0.7% 78% False False 307,682
10 149-27 145-19 4-08 2.9% 1-04 0.8% 39% False False 341,822
20 150-28 145-19 5-09 3.6% 1-00 0.7% 31% False False 334,710
40 151-10 145-19 5-23 3.9% 1-00 0.7% 29% False False 174,057
60 151-10 144-27 6-15 4.4% 0-30 0.6% 37% False False 116,057
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-07
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 148-29
2.618 148-11
1.618 148-00
1.000 147-25
0.618 147-21
HIGH 147-14
0.618 147-10
0.500 147-08
0.382 147-07
LOW 147-03
0.618 146-28
1.000 146-24
1.618 146-17
2.618 146-06
4.250 145-20
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 147-08 147-05
PP 147-08 147-03
S1 147-08 147-00

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

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