ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 148-20 148-06 -0-14 -0.3% 150-05
High 149-03 148-15 -0-20 -0.4% 152-04
Low 148-00 147-10 -0-22 -0.5% 149-08
Close 148-12 148-08 -0-04 -0.1% 149-17
Range 1-03 1-05 0-02 5.7% 2-28
ATR 1-14 1-14 -0-01 -1.4% 0-00
Volume 284,895 353,699 68,804 24.2% 1,792,864
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 151-15 151-01 148-28
R3 150-10 149-28 148-18
R2 149-05 149-05 148-15
R1 148-23 148-23 148-11 148-30
PP 148-00 148-00 148-00 148-04
S1 147-18 147-18 148-05 147-25
S2 146-27 146-27 148-01
S3 145-22 146-13 147-30
S4 144-17 145-08 147-20
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
5 151-19 147-10 4-09 2.9% 1-13 0.9% 22% False True 288,250
10 152-14 147-10 5-04 3.5% 1-21 1.1% 18% False True 341,515
20 153-11 147-10 6-01 4.1% 1-12 0.9% 16% False True 315,386
40 153-11 147-10 6-01 4.1% 1-11 0.9% 16% False True 309,022
60 153-11 145-07 8-04 5.5% 1-15 1.0% 37% False False 302,257
80 153-11 140-18 12-25 8.6% 1-10 0.9% 60% False False 226,904
100 153-11 134-14 18-29 12.8% 1-07 0.8% 73% False False 181,533
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 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-12
2.618 151-16
1.618 150-11
1.000 149-20
0.618 149-06
HIGH 148-15
0.618 148-01
0.500 147-28
0.382 147-24
LOW 147-10
0.618 146-19
1.000 146-05
1.618 145-14
2.618 144-09
4.250 142-13
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 148-04 148-20
PP 148-00 148-16
S1 147-28 148-12

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

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