ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 149-30 149-26 -0-04 -0.1% 146-14
High 150-07 150-23 0-16 0.3% 149-31
Low 149-11 149-22 0-11 0.2% 145-23
Close 149-25 150-15 0-22 0.5% 149-07
Range 0-28 1-01 0-05 17.9% 4-08
ATR 1-07 1-07 0-00 -1.1% 0-00
Volume 308,342 144,642 -163,700 -53.1% 82,110
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 153-12 152-31 151-01
R3 152-11 151-30 150-24
R2 151-10 151-10 150-21
R1 150-29 150-29 150-18 151-04
PP 150-09 150-09 150-09 150-13
S1 149-28 149-28 150-12 150-02
S2 149-08 149-08 150-09
S3 148-07 148-27 150-06
S4 147-06 147-26 149-29
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 161-02 159-12 151-18
R3 156-26 155-04 150-12
R2 152-18 152-18 150-00
R1 150-28 150-28 149-19 151-23
PP 148-10 148-10 148-10 148-23
S1 146-20 146-20 148-27 147-15
S2 144-02 144-02 148-14
S3 139-26 142-12 148-02
S4 135-18 138-04 146-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-23 148-30 1-25 1.2% 0-31 0.6% 86% True False 167,749
10 150-23 145-23 5-00 3.3% 1-02 0.7% 95% True False 88,807
20 152-15 145-23 6-24 4.5% 1-06 0.8% 70% False False 45,206
40 154-17 145-23 8-26 5.9% 1-06 0.8% 54% False False 22,832
60 154-17 145-23 8-26 5.9% 1-07 0.8% 54% False False 15,347
80 154-17 143-00 11-17 7.7% 1-06 0.8% 65% False False 11,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 155-03
2.618 153-13
1.618 152-12
1.000 151-24
0.618 151-11
HIGH 150-23
0.618 150-10
0.500 150-06
0.382 150-03
LOW 149-22
0.618 149-02
1.000 148-21
1.618 148-01
2.618 147-00
4.250 145-10
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 150-12 150-10
PP 150-09 150-06
S1 150-06 150-01

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

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