ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 150-05 149-00 -1-05 -0.8% 150-09
High 150-05 150-09 0-04 0.1% 151-07
Low 148-29 149-00 0-03 0.1% 148-21
Close 149-00 150-06 1-06 0.8% 149-00
Range 1-08 1-09 0-01 2.5% 2-18
ATR 1-12 1-12 0-00 -0.5% 0-00
Volume 246 368 122 49.6% 1,434
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 153-21 153-07 150-29
R3 152-12 151-30 150-17
R2 151-03 151-03 150-14
R1 150-21 150-21 150-10 150-28
PP 149-26 149-26 149-26 149-30
S1 149-12 149-12 150-02 149-19
S2 148-17 148-17 149-30
S3 147-08 148-03 149-27
S4 145-31 146-26 149-15
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 157-10 155-23 150-13
R3 154-24 153-05 149-23
R2 152-06 152-06 149-15
R1 150-19 150-19 149-08 150-04
PP 149-20 149-20 149-20 149-12
S1 148-01 148-01 148-24 147-18
S2 147-02 147-02 148-17
S3 144-16 145-15 148-09
S4 141-30 142-29 147-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-07 148-21 2-18 1.7% 1-12 0.9% 60% False False 353
10 151-07 148-20 2-19 1.7% 1-10 0.9% 60% False False 261
20 153-20 147-07 6-13 4.3% 1-16 1.0% 46% False False 263
40 153-20 141-15 12-05 8.1% 1-03 0.7% 72% False False 220
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 0-07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 155-23
2.618 153-20
1.618 152-11
1.000 151-18
0.618 151-02
HIGH 150-09
0.618 149-25
0.500 149-20
0.382 149-16
LOW 149-00
0.618 148-07
1.000 147-23
1.618 146-30
2.618 145-21
4.250 143-18
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 150-00 150-01
PP 149-26 149-28
S1 149-20 149-24

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

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