ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 149-04 149-00 -0-04 -0.1% 145-28
High 149-12 149-22 0-10 0.2% 149-04
Low 148-17 148-28 0-11 0.2% 145-03
Close 148-31 149-19 0-20 0.4% 148-12
Range 0-27 0-26 -0-01 -3.7% 4-01
ATR 1-07 1-06 -0-01 -2.4% 0-00
Volume 501,127 218,085 -283,042 -56.5% 1,452,439
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 151-26 151-17 150-01
R3 151-00 150-23 149-26
R2 150-06 150-06 149-24
R1 149-29 149-29 149-21 150-02
PP 149-12 149-12 149-12 149-15
S1 149-03 149-03 149-17 149-08
S2 148-18 148-18 149-14
S3 147-24 148-09 149-12
S4 146-30 147-15 149-05
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 159-20 158-01 150-19
R3 155-19 154-00 149-15
R2 151-18 151-18 149-04
R1 149-31 149-31 148-24 150-24
PP 147-17 147-17 147-17 147-30
S1 145-30 145-30 148-00 146-24
S2 143-16 143-16 147-20
S3 139-15 141-29 147-09
S4 135-14 137-28 146-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-22 148-04 1-18 1.0% 0-29 0.6% 94% True False 332,003
10 149-22 145-03 4-19 3.1% 1-01 0.7% 98% True False 303,636
20 151-19 145-03 6-16 4.3% 1-06 0.8% 69% False False 297,964
40 153-11 145-03 8-08 5.5% 1-08 0.8% 55% False False 305,344
60 153-11 145-03 8-08 5.5% 1-11 0.9% 55% False False 318,999
80 153-11 142-26 10-17 7.0% 1-12 0.9% 64% False False 283,294
100 153-11 139-11 14-00 9.4% 1-08 0.8% 73% False False 226,709
120 153-11 134-08 19-03 12.8% 1-06 0.8% 80% False False 188,929
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 153-04
2.618 151-26
1.618 151-00
1.000 150-16
0.618 150-06
HIGH 149-22
0.618 149-12
0.500 149-09
0.382 149-06
LOW 148-28
0.618 148-12
1.000 148-02
1.618 147-18
2.618 146-24
4.250 145-14
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 149-16 149-14
PP 149-12 149-09
S1 149-09 149-04

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

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