ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 148-03 149-13 1-10 0.9% 148-01
High 150-02 149-17 -0-17 -0.4% 150-00
Low 147-26 148-10 0-16 0.3% 147-23
Close 149-19 148-17 -1-02 -0.7% 147-31
Range 2-08 1-07 -1-01 -45.8% 2-09
ATR 1-17 1-17 -0-01 -1.2% 0-00
Volume 371,360 258 -371,102 -99.9% 1,642,720
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 152-14 151-23 149-06
R3 151-07 150-16 148-28
R2 150-00 150-00 148-24
R1 149-09 149-09 148-21 149-01
PP 148-25 148-25 148-25 148-22
S1 148-02 148-02 148-13 147-26
S2 147-18 147-18 148-10
S3 146-11 146-27 148-06
S4 145-04 145-20 147-28
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 155-13 153-31 149-07
R3 153-04 151-22 148-19
R2 150-27 150-27 148-12
R1 149-13 149-13 148-06 149-00
PP 148-18 148-18 148-18 148-11
S1 147-04 147-04 147-24 146-22
S2 146-09 146-09 147-18
S3 144-00 144-27 147-11
S4 141-23 142-18 146-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-02 147-23 2-11 1.6% 1-16 1.0% 35% False False 288,706
10 150-02 147-21 2-13 1.6% 1-14 1.0% 36% False False 326,738
20 150-20 146-28 3-24 2.5% 1-19 1.1% 44% False False 374,603
40 152-19 142-26 9-25 6.6% 1-16 1.0% 58% False False 261,274
60 152-19 139-04 13-15 9.1% 1-09 0.9% 70% False False 174,281
80 152-19 134-08 18-11 12.4% 1-05 0.8% 78% False False 130,719
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 154-23
2.618 152-23
1.618 151-16
1.000 150-24
0.618 150-09
HIGH 149-17
0.618 149-02
0.500 148-30
0.382 148-25
LOW 148-10
0.618 147-18
1.000 147-03
1.618 146-11
2.618 145-04
4.250 143-04
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 148-30 148-28
PP 148-25 148-25
S1 148-21 148-21

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

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