ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 147-11 148-08 0-29 0.6% 149-11
High 148-11 148-14 0-03 0.1% 150-06
Low 147-10 147-21 0-11 0.2% 147-11
Close 148-08 147-31 -0-09 -0.2% 147-16
Range 1-01 0-25 -0-08 -24.2% 2-27
ATR 1-08 1-07 -0-01 -2.7% 0-00
Volume 51,279 272,777 221,498 431.9% 1,617,090
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 150-12 149-30 148-13
R3 149-19 149-05 148-06
R2 148-26 148-26 148-04
R1 148-12 148-12 148-01 148-06
PP 148-01 148-01 148-01 147-30
S1 147-19 147-19 147-29 147-14
S2 147-08 147-08 147-26
S3 146-15 146-26 147-24
S4 145-22 146-01 147-17
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 156-28 155-01 149-02
R3 154-01 152-06 148-09
R2 151-06 151-06 148-01
R1 149-11 149-11 147-24 148-27
PP 148-11 148-11 148-11 148-03
S1 146-16 146-16 147-08 146-00
S2 145-16 145-16 146-31
S3 142-21 143-21 146-23
S4 139-26 140-26 145-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-06 147-10 2-28 1.9% 1-04 0.8% 23% False False 265,078
10 150-09 147-10 2-31 2.0% 1-02 0.7% 22% False False 302,291
20 150-09 144-15 5-26 3.9% 1-09 0.9% 60% False False 321,141
40 151-29 144-15 7-14 5.0% 1-09 0.9% 47% False False 243,075
60 154-17 144-15 10-02 6.8% 1-09 0.9% 35% False False 162,328
80 154-17 144-15 10-02 6.8% 1-08 0.8% 35% False False 121,843
100 154-17 144-15 10-02 6.8% 1-08 0.8% 35% False False 97,530
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 151-24
2.618 150-15
1.618 149-22
1.000 149-07
0.618 148-29
HIGH 148-14
0.618 148-04
0.500 148-02
0.382 147-31
LOW 147-21
0.618 147-06
1.000 146-28
1.618 146-13
2.618 145-20
4.250 144-11
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 148-02 148-05
PP 148-01 148-03
S1 148-00 148-01

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

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