ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 151-17 150-17 -1-00 -0.7% 151-29
High 151-19 152-04 0-17 0.4% 153-11
Low 150-07 149-16 -0-23 -0.5% 149-08
Close 150-09 151-16 1-07 0.8% 150-01
Range 1-12 2-20 1-08 90.9% 4-03
ATR 1-11 1-14 0-03 6.7% 0-00
Volume 348,621 446,015 97,394 27.9% 1,815,458
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 158-29 157-27 152-30
R3 156-09 155-07 152-07
R2 153-21 153-21 151-31
R1 152-19 152-19 151-24 153-04
PP 151-01 151-01 151-01 151-10
S1 149-31 149-31 151-08 150-16
S2 148-13 148-13 151-01
S3 145-25 147-11 150-25
S4 143-05 144-23 150-02
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
5 152-14 149-08 3-06 2.1% 1-29 1.3% 71% False False 394,780
10 153-11 149-08 4-03 2.7% 1-19 1.1% 55% False False 353,078
20 153-11 148-26 4-17 3.0% 1-09 0.9% 59% False False 312,724
40 153-11 146-28 6-15 4.3% 1-13 0.9% 71% False False 329,516
60 153-11 142-26 10-17 7.0% 1-14 0.9% 82% False False 278,404
80 153-11 139-11 14-00 9.2% 1-09 0.8% 87% False False 208,895
100 153-11 134-08 19-03 12.6% 1-06 0.8% 90% False False 167,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 163-09
2.618 159-00
1.618 156-12
1.000 154-24
0.618 153-24
HIGH 152-04
0.618 151-04
0.500 150-26
0.382 150-16
LOW 149-16
0.618 147-28
1.000 146-28
1.618 145-08
2.618 142-20
4.250 138-11
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 151-09 151-09
PP 151-01 151-01
S1 150-26 150-26

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

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