ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	149-31	150-00	0-01	0.0%	149-00
High	150-05	151-00	0-27	0.6%	151-00
Low	149-17	150-00	0-15	0.3%	148-01
Close	150-05	150-21	0-16	0.3%	150-21
Range	0-20	1-00	0-12	60.0%	2-31
ATR	1-12	1-11	-0-01	-1.9%	0-00
Volume	482	107	-375	-77.8%	902

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-18	153-03	151-07
R3	152-18	152-03	150-30
R2	151-18	151-18	150-27
R1	151-03	151-03	150-24	151-10
PP	150-18	150-18	150-18	150-21
S1	150-03	150-03	150-18	150-10
S2	149-18	149-18	150-15
S3	148-18	149-03	150-12
S4	147-18	148-03	150-03

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	158-26	157-22	152-09
R3	155-27	154-23	151-15
R2	152-28	152-28	151-06
R1	151-24	151-24	150-30	152-10
PP	149-29	149-29	149-29	150-06
S1	148-25	148-25	150-12	149-11
S2	146-30	146-30	150-04
S3	143-31	145-26	149-27
S4	141-00	142-27	149-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-00	148-01	2-31	2.0%	1-14	1.0%	88%	True	False	180
10	153-20	148-01	5-19	3.7%	1-13	0.9%	47%	False	False	218
20	153-20	146-11	7-09	4.8%	1-10	0.9%	59%	False	False	279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	155-08
2.618	153-20
1.618	152-20
1.000	152-00
0.618	151-20
HIGH	151-00
0.618	150-20
0.500	150-16
0.382	150-12
LOW	150-00
0.618	149-12
1.000	149-00
1.618	148-12
2.618	147-12
4.250	145-24

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	150-19	150-12
PP	150-18	150-03
S1	150-16	149-26

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols