ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 146-25 147-02 0-09 0.2% 149-26
High 147-03 148-24 1-21 1.1% 150-06
Low 145-23 147-02 1-11 0.9% 145-26
Close 146-30 148-10 1-12 0.9% 146-18
Range 1-12 1-22 0-10 22.7% 4-12
ATR 1-10 1-11 0-01 2.8% 0-00
Volume 6,439 12,585 6,146 95.4% 16,807
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 153-03 152-13 149-08
R3 151-13 150-23 148-25
R2 149-23 149-23 148-20
R1 149-01 149-01 148-15 149-12
PP 148-01 148-01 148-01 148-07
S1 147-11 147-11 148-05 147-22
S2 146-11 146-11 148-00
S3 144-21 145-21 147-27
S4 142-31 143-31 147-12
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
5 148-24 145-23 3-01 2.0% 1-09 0.9% 86% True False 7,160
10 150-06 145-23 4-15 3.0% 1-07 0.8% 58% False False 4,357
20 154-12 145-23 8-21 5.8% 1-12 0.9% 30% False False 2,594
40 154-17 145-23 8-26 5.9% 1-07 0.8% 29% False False 1,516
60 154-17 145-23 8-26 5.9% 1-09 0.9% 29% False False 1,106
80 154-17 141-15 13-02 8.8% 1-05 0.8% 52% False False 875
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 0-07
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 155-30
2.618 153-05
1.618 151-15
1.000 150-14
0.618 149-25
HIGH 148-24
0.618 148-03
0.500 147-29
0.382 147-23
LOW 147-02
0.618 146-01
1.000 145-12
1.618 144-11
2.618 142-21
4.250 139-28
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 148-06 147-30
PP 148-01 147-19
S1 147-29 147-08

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

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