ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 09-Jul-2012

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	150-08	150-30	0-22	0.5%	149-00
High	151-00	151-25	0-25	0.5%	151-01
Low	150-06	150-30	0-24	0.5%	148-27
Close	150-29	151-21	0-24	0.5%	150-29
Range	0-26	0-27	0-01	3.8%	2-06
ATR	1-10	1-09	-0-01	-2.4%	0-00
Volume	124	553	429	346.0%	2,587

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-00	153-21	152-04
R3	153-05	152-26	151-28
R2	152-10	152-10	151-26
R1	151-31	151-31	151-23	152-04
PP	151-15	151-15	151-15	151-17
S1	151-04	151-04	151-19	151-10
S2	150-20	150-20	151-16
S3	149-25	150-09	151-14
S4	148-30	149-14	151-06

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	156-26	156-02	152-04
R3	154-20	153-28	151-16
R2	152-14	152-14	151-10
R1	151-22	151-22	151-03	152-02
PP	150-08	150-08	150-08	150-14
S1	149-16	149-16	150-23	149-28
S2	148-02	148-02	150-16
S3	145-28	147-10	150-10
S4	143-22	145-04	149-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-25	148-27	2-30	1.9%	1-05	0.8%	96%	True	False	628
10	151-25	148-21	3-04	2.1%	1-02	0.7%	96%	True	False	560
20	151-25	148-01	3-24	2.5%	1-08	0.8%	97%	True	False	397
40	153-20	144-00	9-20	6.3%	1-07	0.8%	80%	False	False	348

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	0-02
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	155-12
2.618	154-00
1.618	153-05
1.000	152-20
0.618	152-10
HIGH	151-25
0.618	151-15
0.500	151-12
0.382	151-08
LOW	150-30
0.618	150-13
1.000	150-03
1.618	149-18
2.618	148-23
4.250	147-11

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	151-18	151-10
PP	151-15	150-31
S1	151-12	150-20

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