ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 148-17 148-22 0-05 0.1% 150-23
High 148-30 148-22 -0-08 -0.2% 150-31
Low 147-30 147-31 0-01 0.0% 147-21
Close 148-06 148-03 -0-03 -0.1% 148-17
Range 1-00 0-23 -0-09 -28.1% 3-10
ATR 1-09 1-08 -0-01 -3.1% 0-00
Volume 18,851 11,455 -7,396 -39.2% 119,632
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 150-13 149-31 148-16
R3 149-22 149-08 148-09
R2 148-31 148-31 148-07
R1 148-17 148-17 148-05 148-12
PP 148-08 148-08 148-08 148-06
S1 147-26 147-26 148-01 147-22
S2 147-17 147-17 147-31
S3 146-26 147-03 147-29
S4 146-03 146-12 147-22
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 159-00 157-02 150-11
R3 155-22 153-24 149-14
R2 152-12 152-12 149-04
R1 150-14 150-14 148-27 149-24
PP 149-02 149-02 149-02 148-22
S1 147-04 147-04 148-07 146-14
S2 145-24 145-24 147-30
S3 142-14 143-26 147-20
S4 139-04 140-16 146-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-26 147-21 3-05 2.1% 1-10 0.9% 14% False False 20,386
10 150-31 147-21 3-10 2.2% 1-06 0.8% 13% False False 136,831
20 150-31 145-03 5-28 4.0% 1-07 0.8% 51% False False 217,867
40 153-11 145-03 8-08 5.6% 1-09 0.9% 36% False False 263,574
60 153-11 145-03 8-08 5.6% 1-10 0.9% 36% False False 272,642
80 153-11 145-03 8-08 5.6% 1-12 0.9% 36% False False 286,061
100 153-11 140-18 12-25 8.6% 1-10 0.9% 59% False False 229,180
120 153-11 135-19 17-24 12.0% 1-07 0.8% 70% False False 190,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 151-24
2.618 150-18
1.618 149-27
1.000 149-13
0.618 149-04
HIGH 148-22
0.618 148-13
0.500 148-10
0.382 148-08
LOW 147-31
0.618 147-17
1.000 147-08
1.618 146-26
2.618 146-03
4.250 144-29
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 148-10 148-27
PP 148-08 148-19
S1 148-06 148-11

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

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