ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 149-25 149-24 -0-01 0.0% 150-05
High 150-11 149-30 -0-13 -0.3% 152-04
Low 149-17 148-10 -1-07 -0.8% 149-08
Close 149-29 148-21 -1-08 -0.8% 149-17
Range 0-26 1-20 0-26 100.0% 2-28
ATR 1-15 1-15 0-00 0.8% 0-00
Volume 199,688 261,266 61,578 30.8% 1,792,864
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 153-27 152-28 149-18
R3 152-07 151-08 149-03
R2 150-19 150-19 148-31
R1 149-20 149-20 148-26 149-10
PP 148-31 148-31 148-31 148-26
S1 148-00 148-00 148-16 147-22
S2 147-11 147-11 148-11
S3 145-23 146-12 148-07
S4 144-03 144-24 147-24
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 158-30 157-03 151-04
R3 156-02 154-07 150-10
R2 153-06 153-06 150-02
R1 151-11 151-11 149-25 150-26
PP 150-10 150-10 150-10 150-01
S1 148-15 148-15 149-09 147-30
S2 147-14 147-14 149-00
S3 144-18 145-19 148-24
S4 141-22 142-23 147-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-04 148-10 3-26 2.6% 1-24 1.2% 9% False True 319,459
10 153-11 148-10 5-01 3.4% 1-21 1.1% 7% False True 340,751
20 153-11 148-10 5-01 3.4% 1-12 0.9% 7% False True 314,036
40 153-11 147-19 5-24 3.9% 1-12 0.9% 18% False False 316,207
60 153-11 144-13 8-30 6.0% 1-15 1.0% 48% False False 291,711
80 153-11 140-10 13-01 8.8% 1-10 0.9% 64% False False 218,925
100 153-11 134-08 19-03 12.8% 1-07 0.8% 75% False False 175,147
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156-27
2.618 154-06
1.618 152-18
1.000 151-18
0.618 150-30
HIGH 149-30
0.618 149-10
0.500 149-04
0.382 148-30
LOW 148-10
0.618 147-10
1.000 146-22
1.618 145-22
2.618 144-02
4.250 141-13
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 149-04 149-30
PP 148-31 149-17
S1 148-26 149-03

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

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