ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 149-17 148-08 -1-09 -0.9% 150-24
High 149-18 148-11 -1-07 -0.8% 151-11
Low 148-02 146-22 -1-12 -0.9% 148-05
Close 148-10 146-27 -1-15 -1.0% 149-24
Range 1-16 1-21 0-05 10.4% 3-06
ATR 1-10 1-11 0-01 1.8% 0-00
Volume 541 2,239 1,698 313.9% 7,196
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 152-08 151-07 147-24
R3 150-19 149-18 147-10
R2 148-30 148-30 147-05
R1 147-29 147-29 147-00 147-19
PP 147-09 147-09 147-09 147-04
S1 146-08 146-08 146-22 145-30
S2 145-20 145-20 146-17
S3 143-31 144-19 146-12
S4 142-10 142-30 145-30
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 159-10 157-23 151-16
R3 156-04 154-17 150-20
R2 152-30 152-30 150-11
R1 151-11 151-11 150-01 150-18
PP 149-24 149-24 149-24 149-11
S1 148-05 148-05 149-15 147-12
S2 146-18 146-18 149-05
S3 143-12 144-31 148-28
S4 140-06 141-25 148-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-06 146-22 3-16 2.4% 1-05 0.8% 4% False True 1,554
10 153-05 146-22 6-15 4.4% 1-13 1.0% 2% False True 1,211
20 154-17 146-22 7-27 5.3% 1-11 0.9% 2% False True 938
40 154-17 146-22 7-27 5.3% 1-06 0.8% 2% False True 678
60 154-17 146-11 8-06 5.6% 1-09 0.9% 6% False False 544
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 False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 155-12
2.618 152-22
1.618 151-01
1.000 150-00
0.618 149-12
HIGH 148-11
0.618 147-23
0.500 147-16
0.382 147-10
LOW 146-22
0.618 145-21
1.000 145-01
1.618 144-00
2.618 142-11
4.250 139-21
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 147-16 148-14
PP 147-09 147-29
S1 147-02 147-12

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

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