ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 147-19 147-21 0-02 0.0% 149-07
High 148-14 147-21 -0-25 -0.5% 149-23
Low 146-06 144-16 -1-22 -1.2% 144-16
Close 147-07 144-30 -2-09 -1.5% 144-30
Range 2-08 3-05 0-29 40.3% 5-07
ATR 1-13 1-17 0-04 9.1% 0-00
Volume 534,456 512,173 -22,283 -4.2% 1,887,834
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 155-05 153-07 146-22
R3 152-00 150-02 145-26
R2 148-27 148-27 145-17
R1 146-29 146-29 145-07 146-10
PP 145-22 145-22 145-22 145-13
S1 143-24 143-24 144-21 143-04
S2 142-17 142-17 144-11
S3 139-12 140-19 144-02
S4 136-07 137-14 143-06
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 162-01 158-23 147-26
R3 156-26 153-16 146-12
R2 151-19 151-19 145-29
R1 148-09 148-09 145-13 147-10
PP 146-12 146-12 146-12 145-29
S1 143-02 143-02 144-15 142-04
S2 141-05 141-05 143-31
S3 135-30 137-27 143-16
S4 130-23 132-20 142-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-23 144-16 5-07 3.6% 1-26 1.2% 8% False True 377,566
10 151-29 144-16 7-13 5.1% 1-23 1.2% 6% False True 378,552
20 151-29 144-16 7-13 5.1% 1-13 1.0% 6% False True 233,680
40 154-17 144-16 10-01 6.9% 1-13 1.0% 4% False True 117,413
60 154-17 144-16 10-01 6.9% 1-08 0.9% 4% False True 78,411
80 154-17 144-16 10-01 6.9% 1-10 0.9% 4% False True 58,881
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 0-13
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 161-02
2.618 155-29
1.618 152-24
1.000 150-26
0.618 149-19
HIGH 147-21
0.618 146-14
0.500 146-02
0.382 145-23
LOW 144-16
0.618 142-18
1.000 141-11
1.618 139-13
2.618 136-08
4.250 131-03
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 146-02 146-21
PP 145-22 146-03
S1 145-10 145-16

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

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