ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 151-22 152-15 0-25 0.5% 151-07
High 153-05 152-15 -0-22 -0.4% 153-05
Low 150-17 150-07 -0-10 -0.2% 150-07
Close 152-19 150-16 -2-03 -1.4% 150-16
Range 2-20 2-08 -0-12 -14.3% 2-30
ATR 1-12 1-14 0-02 5.2% 0-00
Volume 400 717 317 79.3% 3,449
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 157-26 156-13 151-24
R3 155-18 154-05 151-04
R2 153-10 153-10 150-29
R1 151-29 151-29 150-23 151-16
PP 151-02 151-02 151-02 150-27
S1 149-21 149-21 150-09 149-08
S2 148-26 148-26 150-03
S3 146-18 147-13 149-28
S4 144-10 145-05 149-08
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 160-03 158-08 152-04
R3 157-05 155-10 151-10
R2 154-07 154-07 151-01
R1 152-12 152-12 150-25 151-26
PP 151-09 151-09 151-09 151-01
S1 149-14 149-14 150-07 148-28
S2 148-11 148-11 149-31
S3 145-13 146-16 149-22
S4 142-15 143-18 148-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-05 150-07 2-30 2.0% 1-21 1.1% 10% False True 689
10 154-17 150-07 4-10 2.9% 1-18 1.0% 7% False True 737
20 154-17 150-07 4-10 2.9% 1-08 0.8% 7% False True 488
40 154-17 148-01 6-16 4.3% 1-09 0.8% 38% False False 431
60 154-17 143-00 11-17 7.7% 1-08 0.8% 65% False False 386
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162-01
2.618 158-11
1.618 156-03
1.000 154-23
0.618 153-27
HIGH 152-15
0.618 151-19
0.500 151-11
0.382 151-03
LOW 150-07
0.618 148-27
1.000 147-31
1.618 146-19
2.618 144-11
4.250 140-21
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 151-11 151-22
PP 151-02 151-09
S1 150-25 150-29

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

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