ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 145-31 146-21 0-22 0.5% 149-07
High 146-28 147-19 0-23 0.5% 149-23
Low 145-19 146-14 0-27 0.6% 144-16
Close 146-14 146-23 0-09 0.2% 144-30
Range 1-09 1-05 -0-04 -9.8% 5-07
ATR 1-15 1-14 -0-01 -1.5% 0-00
Volume 302,854 338,321 35,467 11.7% 1,887,834
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 150-12 149-23 147-11
R3 149-07 148-18 147-01
R2 148-02 148-02 146-30
R1 147-13 147-13 146-26 147-24
PP 146-29 146-29 146-29 147-03
S1 146-08 146-08 146-20 146-18
S2 145-24 145-24 146-16
S3 144-19 145-03 146-13
S4 143-14 143-30 146-03
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
5 147-21 144-15 3-06 2.2% 1-19 1.1% 71% False False 348,332
10 150-28 144-15 6-13 4.4% 1-21 1.1% 35% False False 362,598
20 151-29 144-15 7-14 5.1% 1-13 0.9% 30% False False 293,581
40 154-12 144-15 9-29 6.8% 1-12 0.9% 23% False False 148,087
60 154-17 144-15 10-02 6.9% 1-09 0.9% 22% False False 98,871
80 154-17 144-15 10-02 6.9% 1-10 0.9% 22% False False 74,224
100 154-17 141-15 13-02 8.9% 1-07 0.8% 40% False False 59,416
Crabel Price Patterns
NR True
NR4 False
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 0-12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152-16
2.618 150-20
1.618 149-15
1.000 148-24
0.618 148-10
HIGH 147-19
0.618 147-05
0.500 147-00
0.382 146-28
LOW 146-14
0.618 145-23
1.000 145-09
1.618 144-18
2.618 143-13
4.250 141-17
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 147-00 146-21
PP 146-29 146-19
S1 146-26 146-16

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

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