ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 150-12 149-18 -0-26 -0.5% 149-00
High 150-13 150-08 -0-05 -0.1% 150-28
Low 149-10 149-15 0-05 0.1% 148-21
Close 149-15 149-28 0-13 0.3% 148-27
Range 1-03 0-25 -0-10 -28.6% 2-07
ATR 1-12 1-10 -0-01 -3.1% 0-00
Volume 1,052 571 -481 -45.7% 2,468
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 152-07 151-26 150-10
R3 151-14 151-01 150-03
R2 150-21 150-21 150-01
R1 150-08 150-08 149-30 150-14
PP 149-28 149-28 149-28 149-31
S1 149-15 149-15 149-26 149-22
S2 149-03 149-03 149-23
S3 148-10 148-22 149-21
S4 147-17 147-29 149-14
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% 1-10 0.9% 51% False False 681
10 151-01 148-21 2-12 1.6% 1-05 0.8% 51% False False 586
20 151-07 148-01 3-06 2.1% 1-10 0.9% 58% False False 378
40 153-20 143-00 10-20 7.1% 1-07 0.8% 65% False False 332
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 153-18
2.618 152-09
1.618 151-16
1.000 151-01
0.618 150-23
HIGH 150-08
0.618 149-30
0.500 149-28
0.382 149-25
LOW 149-15
0.618 149-00
1.000 148-22
1.618 148-07
2.618 147-14
4.250 146-05
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 149-28 149-30
PP 149-28 149-29
S1 149-28 149-29

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

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