ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 149-23 149-25 0-02 0.0% 146-31
High 150-00 150-06 0-06 0.1% 150-09
Low 149-08 149-10 0-02 0.0% 146-29
Close 149-29 149-22 -0-07 -0.1% 149-12
Range 0-24 0-28 0-04 16.7% 3-12
ATR 1-08 1-07 -0-01 -2.2% 0-00
Volume 247,544 301,757 54,213 21.9% 1,592,359
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 152-11 151-29 150-05
R3 151-15 151-01 149-30
R2 150-19 150-19 149-27
R1 150-05 150-05 149-25 149-30
PP 149-23 149-23 149-23 149-20
S1 149-09 149-09 149-19 149-02
S2 148-27 148-27 149-17
S3 147-31 148-13 149-14
S4 147-03 147-17 149-07
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 158-31 157-18 151-07
R3 155-19 154-06 150-10
R2 152-07 152-07 150-00
R1 150-26 150-26 149-22 151-16
PP 148-27 148-27 148-27 149-07
S1 147-14 147-14 149-02 148-04
S2 145-15 145-15 148-24
S3 142-03 144-02 148-14
S4 138-23 140-22 147-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-09 149-03 1-06 0.8% 0-29 0.6% 50% False False 331,909
10 150-09 146-10 3-31 2.7% 1-01 0.7% 85% False False 312,750
20 150-28 144-15 6-13 4.3% 1-12 0.9% 81% False False 338,700
40 151-29 144-15 7-14 5.0% 1-08 0.8% 70% False False 217,637
60 154-17 144-15 10-02 6.7% 1-08 0.8% 52% False False 145,278
80 154-17 144-15 10-02 6.7% 1-08 0.8% 52% False False 109,058
100 154-17 144-15 10-02 6.7% 1-08 0.8% 52% False False 87,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-29
2.618 152-15
1.618 151-19
1.000 151-02
0.618 150-23
HIGH 150-06
0.618 149-27
0.500 149-24
0.382 149-21
LOW 149-10
0.618 148-25
1.000 148-14
1.618 147-29
2.618 147-01
4.250 145-19
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 149-24 149-22
PP 149-23 149-21
S1 149-23 149-20

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

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