ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 146-10 146-14 0-04 0.1% 149-26
High 146-30 146-30 0-00 0.0% 150-06
Low 146-05 145-26 -0-11 -0.2% 145-26
Close 146-18 146-21 0-03 0.1% 146-18
Range 0-25 1-04 0-11 44.0% 4-12
ATR 1-10 1-10 0-00 -1.0% 0-00
Volume 8,671 3,773 -4,898 -56.5% 16,807
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 149-27 149-12 147-09
R3 148-23 148-08 146-31
R2 147-19 147-19 146-28
R1 147-04 147-04 146-24 147-12
PP 146-15 146-15 146-15 146-19
S1 146-00 146-00 146-18 146-08
S2 145-11 145-11 146-14
S3 144-07 144-28 146-11
S4 143-03 143-24 146-01
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
5 149-18 145-26 3-24 2.6% 1-10 0.9% 23% False True 3,912
10 150-28 145-26 5-02 3.5% 1-06 0.8% 17% False True 2,666
20 154-17 145-26 8-23 5.9% 1-12 0.9% 10% False True 1,739
40 154-17 145-26 8-23 5.9% 1-06 0.8% 10% False True 1,065
60 154-17 145-26 8-23 5.9% 1-09 0.9% 10% False True 793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 151-23
2.618 149-28
1.618 148-24
1.000 148-02
0.618 147-20
HIGH 146-30
0.618 146-16
0.500 146-12
0.382 146-08
LOW 145-26
0.618 145-04
1.000 144-22
1.618 144-00
2.618 142-28
4.250 141-01
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 146-18 146-20
PP 146-15 146-18
S1 146-12 146-17

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

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