ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 148-19 148-29 0-10 0.2% 148-03
High 149-12 150-00 0-20 0.4% 150-02
Low 148-14 148-26 0-12 0.3% 147-26
Close 148-29 149-28 0-31 0.7% 149-28
Range 0-30 1-06 0-08 26.7% 2-08
ATR 1-15 1-15 -0-01 -1.4% 0-00
Volume 250 291,183 290,933 116,373.2% 663,051
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 153-04 152-22 150-17
R3 151-30 151-16 150-06
R2 150-24 150-24 150-03
R1 150-10 150-10 149-31 150-17
PP 149-18 149-18 149-18 149-22
S1 149-04 149-04 149-25 149-11
S2 148-12 148-12 149-21
S3 147-06 147-30 149-18
S4 146-00 146-24 149-07
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 156-00 155-06 151-04
R3 153-24 152-30 150-16
R2 151-16 151-16 150-09
R1 150-22 150-22 150-03 151-03
PP 149-08 149-08 149-08 149-14
S1 148-14 148-14 149-21 148-27
S2 147-00 147-00 149-15
S3 144-24 146-06 149-08
S4 142-16 143-30 148-20
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% 1-18 1.0% 92% False False 225,705
10 150-02 147-23 2-11 1.6% 1-11 0.9% 92% False False 262,916
20 150-10 146-28 3-14 2.3% 1-17 1.0% 87% False False 336,514
40 152-19 142-26 9-25 6.5% 1-16 1.0% 72% False False 268,488
60 152-19 139-11 13-08 8.8% 1-09 0.9% 79% False False 179,136
80 152-19 134-08 18-11 12.2% 1-06 0.8% 85% False False 134,360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-02
2.618 153-03
1.618 151-29
1.000 151-06
0.618 150-23
HIGH 150-00
0.618 149-17
0.500 149-13
0.382 149-09
LOW 148-26
0.618 148-03
1.000 147-20
1.618 146-29
2.618 145-23
4.250 143-24
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 149-23 149-20
PP 149-18 149-13
S1 149-13 149-05

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

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