ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 149-00 150-12 1-12 0.9% 149-00
High 151-01 150-13 -0-20 -0.4% 150-28
Low 148-27 149-10 0-15 0.3% 148-21
Close 150-19 149-15 -1-04 -0.7% 148-27
Range 2-06 1-03 -1-03 -50.0% 2-07
ATR 1-12 1-12 0-00 -0.5% 0-00
Volume 840 1,052 212 25.2% 2,468
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 153-00 152-11 150-02
R3 151-29 151-08 149-25
R2 150-26 150-26 149-21
R1 150-05 150-05 149-18 149-30
PP 149-23 149-23 149-23 149-20
S1 149-02 149-02 149-12 148-27
S2 148-20 148-20 149-09
S3 147-17 147-31 149-05
S4 146-14 146-28 148-28
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 156-04 154-22 150-02
R3 153-29 152-15 149-15
R2 151-22 151-22 149-08
R1 150-08 150-08 149-02 149-28
PP 149-15 149-15 149-15 149-08
S1 148-01 148-01 148-20 147-20
S2 147-08 147-08 148-14
S3 145-01 145-26 148-07
S4 142-26 143-19 147-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-01 148-21 2-12 1.6% 1-09 0.8% 34% False False 674
10 151-01 148-21 2-12 1.6% 1-08 0.8% 34% False False 565
20 151-16 148-01 3-15 2.3% 1-12 0.9% 41% False False 376
40 153-20 143-00 10-20 7.1% 1-07 0.8% 61% False False 318
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 155-02
2.618 153-09
1.618 152-06
1.000 151-16
0.618 151-03
HIGH 150-13
0.618 150-00
0.500 149-28
0.382 149-23
LOW 149-10
0.618 148-20
1.000 148-07
1.618 147-17
2.618 146-14
4.250 144-21
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 149-28 149-27
PP 149-23 149-23
S1 149-19 149-19

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

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