ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 152-12 152-19 0-07 0.1% 150-30
High 153-14 152-19 -0-27 -0.5% 152-28
Low 152-12 151-27 -0-17 -0.3% 150-30
Close 152-29 152-00 -0-29 -0.6% 152-09
Range 1-02 0-24 -0-10 -29.4% 1-30
ATR 1-06 1-05 0-00 -0.7% 0-00
Volume 344 352 8 2.3% 957
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 154-13 153-30 152-13
R3 153-21 153-06 152-07
R2 152-29 152-29 152-04
R1 152-14 152-14 152-02 152-10
PP 152-05 152-05 152-05 152-02
S1 151-22 151-22 151-30 151-18
S2 151-13 151-13 151-28
S3 150-21 150-30 151-25
S4 149-29 150-06 151-19
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 157-27 157-00 153-11
R3 155-29 155-02 152-26
R2 153-31 153-31 152-20
R1 153-04 153-04 152-15 153-18
PP 152-01 152-01 152-01 152-08
S1 151-06 151-06 152-03 151-20
S2 150-03 150-03 151-30
S3 148-05 149-08 151-24
S4 146-07 147-10 151-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-14 151-17 1-29 1.3% 0-30 0.6% 25% False False 191
10 153-14 149-10 4-04 2.7% 0-29 0.6% 65% False False 340
20 153-14 148-21 4-25 3.1% 1-03 0.7% 70% False False 405
40 153-20 146-11 7-09 4.8% 1-07 0.8% 78% False False 340
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 155-25
2.618 154-18
1.618 153-26
1.000 153-11
0.618 153-02
HIGH 152-19
0.618 152-10
0.500 152-07
0.382 152-04
LOW 151-27
0.618 151-12
1.000 151-03
1.618 150-20
2.618 149-28
4.250 148-21
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 152-07 152-20
PP 152-05 152-14
S1 152-02 152-07

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

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