ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 145-00 145-24 0-24 0.5% 143-00
High 145-31 146-04 0-05 0.1% 144-17
Low 145-00 145-22 0-22 0.5% 142-29
Close 145-17 145-28 0-11 0.2% 144-17
Range 0-31 0-14 -0-17 -54.8% 1-20
ATR
Volume 48 462 414 862.5% 108
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 147-07 146-31 146-04
R3 146-25 146-17 146-00
R2 146-11 146-11 145-31
R1 146-03 146-03 145-29 146-07
PP 145-29 145-29 145-29 145-30
S1 145-21 145-21 145-27 145-25
S2 145-15 145-15 145-25
S3 145-01 145-07 145-24
S4 144-19 144-25 145-20
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 148-28 148-10 145-14
R3 147-08 146-22 144-31
R2 145-20 145-20 144-27
R1 145-02 145-02 144-22 145-11
PP 144-00 144-00 144-00 144-04
S1 143-14 143-14 144-12 143-23
S2 142-12 142-12 144-07
S3 140-24 141-26 144-03
S4 139-04 140-06 143-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-04 143-00 3-04 2.1% 0-23 0.5% 92% True False 115
10 146-04 142-00 4-04 2.8% 0-17 0.4% 94% True False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-01
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 148-00
2.618 147-09
1.618 146-27
1.000 146-18
0.618 146-13
HIGH 146-04
0.618 145-31
0.500 145-29
0.382 145-27
LOW 145-22
0.618 145-13
1.000 145-08
1.618 144-31
2.618 144-17
4.250 143-26
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 145-29 145-19
PP 145-29 145-11
S1 145-28 145-02

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

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