ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 153-10 151-07 -2-03 -1.4% 153-04
High 153-10 152-06 -1-04 -0.7% 154-17
Low 150-14 150-31 0-17 0.4% 150-14
Close 151-02 152-03 1-01 0.7% 151-02
Range 2-28 1-07 -1-21 -57.6% 4-03
ATR 1-10 1-10 0-00 -0.5% 0-00
Volume 821 1,308 487 59.3% 3,930
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 155-13 154-31 152-24
R3 154-06 153-24 152-14
R2 152-31 152-31 152-10
R1 152-17 152-17 152-07 152-24
PP 151-24 151-24 151-24 151-28
S1 151-10 151-10 151-31 151-17
S2 150-17 150-17 151-28
S3 149-10 150-03 151-24
S4 148-03 148-28 151-14
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 164-09 161-25 153-10
R3 160-06 157-22 152-06
R2 156-03 156-03 151-26
R1 153-19 153-19 151-14 152-26
PP 152-00 152-00 152-00 151-20
S1 149-16 149-16 150-22 148-22
S2 147-29 147-29 150-10
S3 143-26 145-13 149-30
S4 139-23 141-10 148-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-17 150-14 4-03 2.7% 1-17 1.0% 40% False False 975
10 154-17 150-14 4-03 2.7% 1-07 0.8% 40% False False 633
20 154-17 148-27 5-22 3.7% 1-04 0.7% 57% False False 511
40 154-17 148-01 6-16 4.3% 1-07 0.8% 63% False False 407
60 154-17 142-00 12-17 8.2% 1-05 0.8% 81% False False 351
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157-12
2.618 155-12
1.618 154-05
1.000 153-13
0.618 152-30
HIGH 152-06
0.618 151-23
0.500 151-18
0.382 151-14
LOW 150-31
0.618 150-07
1.000 149-24
1.618 149-00
2.618 147-25
4.250 145-25
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 151-30 152-13
PP 151-24 152-10
S1 151-18 152-06

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

View Archives - Comment on this page... - Back to Index of Symbols