ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 149-07 149-13 0-06 0.1% 151-21
High 149-23 149-19 -0-04 -0.1% 151-29
Low 148-19 148-19 0-00 0.0% 148-10
Close 148-28 148-24 -0-04 -0.1% 149-09
Range 1-04 1-00 -0-04 -11.1% 3-19
ATR 1-11 1-10 -0-01 -1.8% 0-00
Volume 270,591 236,725 -33,866 -12.5% 1,503,295
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 151-31 151-12 149-10
R3 150-31 150-12 149-01
R2 149-31 149-31 148-30
R1 149-12 149-12 148-27 149-06
PP 148-31 148-31 148-31 148-28
S1 148-12 148-12 148-21 148-06
S2 147-31 147-31 148-18
S3 146-31 147-12 148-15
S4 145-31 146-12 148-06
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 160-20 158-17 151-08
R3 157-01 154-30 150-09
R2 153-14 153-14 149-30
R1 151-11 151-11 149-20 150-19
PP 149-27 149-27 149-27 149-14
S1 147-24 147-24 148-30 147-00
S2 146-08 146-08 148-20
S3 142-21 144-05 148-09
S4 139-02 140-18 147-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-24 148-10 3-14 2.3% 1-15 1.0% 13% False False 331,046
10 151-29 148-10 3-19 2.4% 1-10 0.9% 12% False False 309,029
20 151-29 145-23 6-06 4.2% 1-09 0.9% 49% False False 165,010
40 154-17 145-23 8-26 5.9% 1-09 0.9% 34% False False 82,922
60 154-17 145-23 8-26 5.9% 1-07 0.8% 34% False False 55,411
80 154-17 145-23 8-26 5.9% 1-08 0.8% 34% False False 41,628
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 153-27
2.618 152-07
1.618 151-07
1.000 150-19
0.618 150-07
HIGH 149-19
0.618 149-07
0.500 149-03
0.382 148-31
LOW 148-19
0.618 147-31
1.000 147-19
1.618 146-31
2.618 145-31
4.250 144-11
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 149-03 149-19
PP 148-31 149-10
S1 148-28 149-01

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

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