ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 146-00 145-18 -0-14 -0.3% 148-26
High 146-16 146-08 -0-08 -0.2% 149-09
Low 145-04 145-15 0-11 0.2% 145-04
Close 145-19 145-28 0-09 0.2% 145-28
Range 1-12 0-25 -0-19 -43.2% 4-05
ATR 1-12 1-11 -0-01 -3.1% 0-00
Volume 397,569 210,359 -187,210 -47.1% 1,472,914
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 148-07 147-26 146-10
R3 147-14 147-01 146-03
R2 146-21 146-21 146-01
R1 146-08 146-08 145-30 146-14
PP 145-28 145-28 145-28 145-31
S1 145-15 145-15 145-26 145-22
S2 145-03 145-03 145-23
S3 144-10 144-22 145-21
S4 143-17 143-29 145-14
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 159-07 156-23 148-05
R3 155-02 152-18 147-01
R2 150-29 150-29 146-20
R1 148-13 148-13 146-08 147-18
PP 146-24 146-24 146-24 146-11
S1 144-08 144-08 145-16 143-14
S2 142-19 142-19 145-04
S3 138-14 140-03 144-23
S4 134-09 135-30 143-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-09 145-04 4-05 2.8% 1-07 0.8% 18% False False 294,582
10 150-11 145-04 5-07 3.6% 1-06 0.8% 14% False False 279,157
20 153-11 145-04 8-07 5.6% 1-14 1.0% 9% False False 319,995
40 153-11 145-04 8-07 5.6% 1-10 0.9% 9% False False 293,143
60 153-11 145-04 8-07 5.6% 1-14 1.0% 9% False False 328,881
80 153-11 141-00 12-11 8.5% 1-11 0.9% 39% False False 248,037
100 153-11 135-19 17-24 12.2% 1-09 0.9% 58% False False 198,452
120 153-11 134-08 19-03 13.1% 1-04 0.8% 61% False False 165,380
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 149-18
2.618 148-09
1.618 147-16
1.000 147-01
0.618 146-23
HIGH 146-08
0.618 145-30
0.500 145-28
0.382 145-25
LOW 145-15
0.618 145-00
1.000 144-22
1.618 144-07
2.618 143-14
4.250 142-05
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 145-28 146-11
PP 145-28 146-06
S1 145-28 146-01

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

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