ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 146-21 146-27 0-06 0.1% 144-25
High 147-19 147-04 -0-15 -0.3% 147-19
Low 146-14 146-10 -0-04 -0.1% 144-15
Close 146-23 146-28 0-05 0.1% 146-28
Range 1-05 0-26 -0-11 -29.7% 3-04
ATR 1-14 1-13 -0-01 -3.1% 0-00
Volume 338,321 279,316 -59,005 -17.4% 1,508,807
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 149-07 148-27 147-10
R3 148-13 148-01 147-03
R2 147-19 147-19 147-01
R1 147-07 147-07 146-30 147-13
PP 146-25 146-25 146-25 146-28
S1 146-13 146-13 146-26 146-19
S2 145-31 145-31 146-23
S3 145-05 145-19 146-21
S4 144-11 144-25 146-14
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 155-22 154-13 148-19
R3 152-18 151-09 147-24
R2 149-14 149-14 147-14
R1 148-05 148-05 147-05 148-26
PP 146-10 146-10 146-10 146-20
S1 145-01 145-01 146-19 145-22
S2 143-06 143-06 146-10
S3 140-02 141-29 146-00
S4 136-30 138-25 145-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-19 144-15 3-04 2.1% 1-04 0.8% 77% False False 301,761
10 149-23 144-15 5-08 3.6% 1-15 1.0% 46% False False 339,664
20 151-29 144-15 7-14 5.1% 1-12 0.9% 32% False False 306,653
40 153-10 144-15 8-27 6.0% 1-12 0.9% 27% False False 155,050
60 154-17 144-15 10-02 6.9% 1-09 0.9% 24% False False 103,517
80 154-17 144-15 10-02 6.9% 1-10 0.9% 24% False False 77,711
100 154-17 142-00 12-17 8.5% 1-07 0.8% 39% False False 62,210
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-09
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 150-18
2.618 149-08
1.618 148-14
1.000 147-30
0.618 147-20
HIGH 147-04
0.618 146-26
0.500 146-23
0.382 146-20
LOW 146-10
0.618 145-26
1.000 145-16
1.618 145-00
2.618 144-06
4.250 142-28
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 146-26 146-25
PP 146-25 146-22
S1 146-23 146-19

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

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