ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 152-30 152-08 -0-22 -0.4% 151-29
High 153-06 152-14 -0-24 -0.5% 153-11
Low 152-04 149-08 -2-28 -1.9% 149-08
Close 152-16 150-01 -2-15 -1.6% 150-01
Range 1-02 3-06 2-04 200.0% 4-03
ATR 1-08 1-12 0-05 11.6% 0-00
Volume 341,714 522,743 181,029 53.0% 1,815,458
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 160-04 158-09 151-25
R3 156-30 155-03 150-29
R2 153-24 153-24 150-20
R1 151-29 151-29 150-10 151-08
PP 150-18 150-18 150-18 150-08
S1 148-23 148-23 149-24 148-02
S2 147-12 147-12 149-14
S3 144-06 145-17 149-05
S4 141-00 142-11 148-09
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 163-05 160-22 152-09
R3 159-02 156-19 151-05
R2 154-31 154-31 150-25
R1 152-16 152-16 150-13 151-22
PP 150-28 150-28 150-28 150-15
S1 148-13 148-13 149-21 147-19
S2 146-25 146-25 149-09
S3 142-22 144-10 148-29
S4 138-19 140-07 147-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-11 149-08 4-03 2.7% 1-20 1.1% 19% False True 363,091
10 153-11 149-08 4-03 2.7% 1-10 0.9% 19% False True 314,732
20 153-11 147-23 5-20 3.7% 1-10 0.9% 41% False False 282,034
40 153-11 146-28 6-15 4.3% 1-14 1.0% 49% False False 346,133
60 153-11 141-18 11-25 7.9% 1-12 0.9% 72% False False 254,277
80 153-11 137-02 16-09 10.9% 1-08 0.8% 80% False False 190,757
100 153-11 134-08 19-03 12.7% 1-04 0.8% 83% False False 152,611
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 0-06
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 166-00
2.618 160-25
1.618 157-19
1.000 155-20
0.618 154-13
HIGH 152-14
0.618 151-07
0.500 150-27
0.382 150-15
LOW 149-08
0.618 147-09
1.000 146-02
1.618 144-03
2.618 140-29
4.250 135-22
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 150-27 151-10
PP 150-18 150-28
S1 150-10 150-14

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

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