ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 149-09 149-20 0-11 0.2% 147-11
High 150-07 149-26 -0-13 -0.3% 150-07
Low 148-26 149-00 0-06 0.1% 147-10
Close 149-18 149-14 -0-04 -0.1% 149-18
Range 1-13 0-26 -0-19 -42.2% 2-29
ATR 1-08 1-07 -0-01 -2.5% 0-00
Volume 340,754 220,089 -120,665 -35.4% 1,405,984
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 151-27 151-15 149-28
R3 151-01 150-21 149-21
R2 150-07 150-07 149-19
R1 149-27 149-27 149-16 149-20
PP 149-13 149-13 149-13 149-10
S1 149-01 149-01 149-12 148-26
S2 148-19 148-19 149-09
S3 147-25 148-07 149-07
S4 146-31 147-13 149-00
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 157-24 156-18 151-05
R3 154-27 153-21 150-12
R2 151-30 151-30 150-03
R1 150-24 150-24 149-27 151-11
PP 149-01 149-01 149-01 149-10
S1 147-27 147-27 149-09 148-14
S2 146-04 146-04 149-01
S3 143-07 144-30 148-24
S4 140-10 142-01 147-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-07 147-15 2-24 1.8% 1-06 0.8% 72% False False 314,958
10 150-07 147-10 2-29 1.9% 1-05 0.8% 73% False False 287,495
20 150-09 145-14 4-27 3.2% 1-04 0.8% 83% False False 303,218
40 151-29 144-15 7-14 5.0% 1-09 0.9% 67% False False 275,231
60 154-17 144-15 10-02 6.7% 1-10 0.9% 49% False False 184,010
80 154-17 144-15 10-02 6.7% 1-07 0.8% 49% False False 138,104
100 154-17 144-15 10-02 6.7% 1-09 0.9% 49% False False 110,547
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 153-08
2.618 151-30
1.618 151-04
1.000 150-20
0.618 150-10
HIGH 149-26
0.618 149-16
0.500 149-13
0.382 149-10
LOW 149-00
0.618 148-16
1.000 148-06
1.618 147-22
2.618 146-28
4.250 145-18
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 149-14 149-10
PP 149-13 149-07
S1 149-13 149-03

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

View Archives - Comment on this page... - Back to Index of Symbols