ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 152-15 150-24 -1-23 -1.1% 151-07
High 152-15 151-11 -1-04 -0.7% 153-05
Low 150-07 150-18 0-11 0.2% 150-07
Close 150-16 150-29 0-13 0.3% 150-16
Range 2-08 0-25 -1-15 -65.3% 2-30
ATR 1-14 1-13 -0-01 -3.0% 0-00
Volume 717 1,113 396 55.2% 3,449
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 153-09 152-28 151-11
R3 152-16 152-03 151-04
R2 151-23 151-23 151-02
R1 151-10 151-10 150-31 151-16
PP 150-30 150-30 150-30 151-01
S1 150-17 150-17 150-27 150-24
S2 150-05 150-05 150-24
S3 149-12 149-24 150-22
S4 148-19 148-31 150-15
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 1.9% 1-18 1.0% 23% False False 650
10 154-17 150-07 4-10 2.9% 1-18 1.0% 16% False False 813
20 154-17 150-07 4-10 2.9% 1-08 0.8% 16% False False 516
40 154-17 148-01 6-16 4.3% 1-08 0.8% 44% False False 457
60 154-17 144-00 10-17 7.0% 1-07 0.8% 66% False False 404
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 154-21
2.618 153-12
1.618 152-19
1.000 152-04
0.618 151-26
HIGH 151-11
0.618 151-01
0.500 150-30
0.382 150-28
LOW 150-18
0.618 150-03
1.000 149-25
1.618 149-10
2.618 148-17
4.250 147-08
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 150-30 151-22
PP 150-30 151-14
S1 150-30 151-05

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

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