ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 145-18 145-28 0-10 0.2% 148-26
High 146-08 146-10 0-02 0.0% 149-09
Low 145-15 145-05 -0-10 -0.2% 145-04
Close 145-28 146-00 0-04 0.1% 145-28
Range 0-25 1-05 0-12 48.0% 4-05
ATR 1-11 1-11 0-00 -1.0% 0-00
Volume 210,359 205,231 -5,128 -2.4% 1,472,914
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 149-09 148-26 146-20
R3 148-04 147-21 146-10
R2 146-31 146-31 146-07
R1 146-16 146-16 146-03 146-24
PP 145-26 145-26 145-26 145-30
S1 145-11 145-11 145-29 145-18
S2 144-21 144-21 145-25
S3 143-16 144-06 145-22
S4 142-11 143-01 145-12
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
5 148-25 145-04 3-21 2.5% 1-09 0.9% 24% False False 297,751
10 149-30 145-04 4-26 3.3% 1-07 0.8% 18% False False 279,712
20 153-11 145-04 8-07 5.6% 1-14 1.0% 11% False False 314,721
40 153-11 145-04 8-07 5.6% 1-10 0.9% 11% False False 290,190
60 153-11 145-04 8-07 5.6% 1-14 1.0% 11% False False 330,917
80 153-11 141-09 12-02 8.3% 1-11 0.9% 39% False False 250,597
100 153-11 135-19 17-24 12.2% 1-09 0.9% 59% False False 200,504
120 153-11 134-08 19-03 13.1% 1-04 0.8% 62% False False 167,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 151-07
2.618 149-11
1.618 148-06
1.000 147-15
0.618 147-01
HIGH 146-10
0.618 145-28
0.500 145-24
0.382 145-19
LOW 145-05
0.618 144-14
1.000 144-00
1.618 143-09
2.618 142-04
4.250 140-08
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 145-29 145-30
PP 145-26 145-28
S1 145-24 145-26

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

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