ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 151-07 151-30 0-23 0.5% 153-04
High 152-06 152-20 0-14 0.3% 154-17
Low 150-31 151-24 0-25 0.5% 150-14
Close 152-03 152-04 0-01 0.0% 151-02
Range 1-07 0-28 -0-11 -28.2% 4-03
ATR 1-10 1-09 -0-01 -2.4% 0-00
Volume 1,308 401 -907 -69.3% 3,930
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 154-25 154-11 152-19
R3 153-29 153-15 152-12
R2 153-01 153-01 152-09
R1 152-19 152-19 152-07 152-26
PP 152-05 152-05 152-05 152-09
S1 151-23 151-23 152-01 151-30
S2 151-09 151-09 151-31
S3 150-13 150-27 151-28
S4 149-17 149-31 151-21
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% 1-12 0.9% 41% False False 853
10 154-17 150-14 4-03 2.7% 1-08 0.8% 41% False False 638
20 154-17 149-10 5-07 3.4% 1-02 0.7% 54% False False 489
40 154-17 148-01 6-16 4.3% 1-07 0.8% 63% False False 409
60 154-17 142-29 11-20 7.6% 1-05 0.8% 79% False False 358
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-06
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 156-11
2.618 154-29
1.618 154-01
1.000 153-16
0.618 153-05
HIGH 152-20
0.618 152-09
0.500 152-06
0.382 152-03
LOW 151-24
0.618 151-07
1.000 150-28
1.618 150-11
2.618 149-15
4.250 148-01
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 152-06 152-01
PP 152-05 151-31
S1 152-05 151-28

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

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