ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 152-00 151-27 -0-05 -0.1% 152-12
High 152-06 153-02 0-28 0.6% 153-14
Low 151-13 151-24 0-11 0.2% 151-13
Close 151-20 152-28 1-08 0.8% 152-28
Range 0-25 1-10 0-17 68.0% 2-01
ATR 1-04 1-05 0-01 2.0% 0-00
Volume 167 231 64 38.3% 1,441
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 156-16 156-00 153-19
R3 155-06 154-22 153-08
R2 153-28 153-28 153-04
R1 153-12 153-12 153-00 153-20
PP 152-18 152-18 152-18 152-22
S1 152-02 152-02 152-24 152-10
S2 151-08 151-08 152-20
S3 149-30 150-24 152-16
S4 148-20 149-14 152-05
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 158-21 157-26 154-00
R3 156-20 155-25 153-14
R2 154-19 154-19 153-08
R1 153-24 153-24 153-02 154-06
PP 152-18 152-18 152-18 152-25
S1 151-23 151-23 152-22 152-04
S2 150-17 150-17 152-16
S3 148-16 149-22 152-10
S4 146-15 147-21 151-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-14 151-13 2-01 1.3% 0-29 0.6% 72% False False 288
10 153-14 150-30 2-16 1.6% 0-29 0.6% 78% False False 239
20 153-14 148-21 4-25 3.1% 1-00 0.7% 88% False False 384
40 153-20 147-03 6-17 4.3% 1-07 0.8% 89% False False 353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 158-20
2.618 156-16
1.618 155-06
1.000 154-12
0.618 153-28
HIGH 153-02
0.618 152-18
0.500 152-13
0.382 152-08
LOW 151-24
0.618 150-30
1.000 150-14
1.618 149-20
2.618 148-10
4.250 146-06
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 152-23 152-21
PP 152-18 152-14
S1 152-13 152-08

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.