ECBOT 30 Year Treasury Bond Future September 2012

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	150-30	151-17	0-19	0.4%	151-29
High	151-20	151-19	-0-01	0.0%	153-11
Low	150-17	150-07	-0-10	-0.2%	149-08
Close	151-01	150-09	-0-24	-0.5%	150-01
Range	1-03	1-12	0-09	25.7%	4-03
ATR	1-11	1-11	0-00	0.1%	0-00
Volume	328,740	348,621	19,881	6.0%	1,815,458

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-26	153-30	151-01
R3	153-14	152-18	150-21
R2	152-02	152-02	150-17
R1	151-06	151-06	150-13	150-30
PP	150-22	150-22	150-22	150-18
S1	149-26	149-26	150-05	149-18
S2	149-10	149-10	150-01
S3	147-30	148-14	149-29
S4	146-18	147-02	149-17

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	153-06	149-08	3-30	2.6%	1-19	1.1%	26%	False	False	373,920
10	153-11	149-08	4-03	2.7%	1-13	0.9%	25%	False	False	340,752
20	153-11	148-14	4-29	3.3%	1-07	0.8%	38%	False	False	290,436
40	153-11	146-28	6-15	4.3%	1-13	0.9%	53%	False	False	332,520
60	153-11	142-26	10-17	7.0%	1-13	0.9%	71%	False	False	270,995
80	153-11	139-04	14-07	9.5%	1-08	0.8%	78%	False	False	203,320
100	153-11	134-08	19-03	12.7%	1-05	0.8%	84%	False	False	162,662

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	0-08
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	157-14
2.618	155-06
1.618	153-26
1.000	152-31
0.618	152-14
HIGH	151-19
0.618	151-02
0.500	150-29
0.382	150-24
LOW	150-07
0.618	149-12
1.000	148-27
1.618	148-00
2.618	146-20
4.250	144-12

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	150-29	150-24
PP	150-22	150-19
S1	150-16	150-14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols