ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 146-18 147-08 0-22 0.5% 145-31
High 147-06 147-08 0-02 0.0% 147-06
Low 146-18 145-17 -1-01 -0.7% 145-31
Close 146-30 146-02 -0-28 -0.6% 146-30
Range 0-20 1-23 1-03 175.0% 1-07
ATR 0-20 0-23 0-02 12.4% 0-00
Volume 31 15 -16 -51.6% 48
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 151-14 150-15 147-00
R3 149-23 148-24 146-17
R2 148-00 148-00 146-12
R1 147-01 147-01 146-07 146-21
PP 146-09 146-09 146-09 146-03
S1 145-10 145-10 145-29 144-30
S2 144-18 144-18 145-24
S3 142-27 143-19 145-19
S4 141-04 141-28 145-04
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 150-11 149-28 147-19
R3 149-04 148-21 147-09
R2 147-29 147-29 147-05
R1 147-14 147-14 147-02 147-22
PP 146-22 146-22 146-22 146-26
S1 146-07 146-07 146-26 146-14
S2 145-15 145-15 146-23
S3 144-08 145-00 146-19
S4 143-01 143-25 146-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-08 145-17 1-23 1.2% 0-18 0.4% 31% True True 12
10 147-08 144-22 2-18 1.8% 0-11 0.2% 54% True False 6
20 149-11 144-22 4-21 3.2% 0-08 0.2% 30% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 154-18
2.618 151-24
1.618 150-01
1.000 148-31
0.618 148-10
HIGH 147-08
0.618 146-19
0.500 146-12
0.382 146-06
LOW 145-17
0.618 144-15
1.000 143-26
1.618 142-24
2.618 141-01
4.250 138-07
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 146-12 146-12
PP 146-09 146-09
S1 146-06 146-06

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

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