ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 146-22 146-10 -0-12 -0.3% 149-26
High 147-08 146-30 -0-10 -0.2% 150-06
Low 145-26 146-05 0-11 0.2% 145-26
Close 146-09 146-18 0-09 0.2% 146-18
Range 1-14 0-25 -0-21 -45.7% 4-12
ATR 1-11 1-10 -0-01 -3.0% 0-00
Volume 4,336 8,671 4,335 100.0% 16,807
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 148-29 148-16 147-00
R3 148-04 147-23 146-25
R2 147-11 147-11 146-23
R1 146-30 146-30 146-20 147-04
PP 146-18 146-18 146-18 146-21
S1 146-05 146-05 146-16 146-12
S2 145-25 145-25 146-13
S3 145-00 145-12 146-11
S4 144-07 144-19 146-04
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 160-21 157-31 148-31
R3 156-09 153-19 147-24
R2 151-29 151-29 147-12
R1 149-07 149-07 146-31 148-12
PP 147-17 147-17 147-17 147-03
S1 144-27 144-27 146-05 144-00
S2 143-05 143-05 145-24
S3 138-25 140-15 145-12
S4 134-13 136-03 144-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-06 145-26 4-12 3.0% 1-07 0.8% 17% False False 3,361
10 151-11 145-26 5-17 3.8% 1-04 0.8% 14% False False 2,400
20 154-17 145-26 8-23 5.9% 1-11 0.9% 9% False False 1,569
40 154-17 145-26 8-23 5.9% 1-06 0.8% 9% False False 977
60 154-17 145-26 8-23 5.9% 1-09 0.9% 9% False False 758
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 150-08
2.618 148-31
1.618 148-06
1.000 147-23
0.618 147-13
HIGH 146-30
0.618 146-20
0.500 146-18
0.382 146-15
LOW 146-05
0.618 145-22
1.000 145-12
1.618 144-29
2.618 144-04
4.250 142-27
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 146-18 147-02
PP 146-18 146-29
S1 146-18 146-24

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

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