ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 146-12 146-10 -0-02 0.0% 149-20
High 147-07 147-21 0-14 0.3% 149-26
Low 146-05 146-06 0-01 0.0% 146-05
Close 146-12 147-18 1-06 0.8% 147-18
Range 1-02 1-15 0-13 38.2% 3-21
ATR 1-09 1-09 0-00 1.1% 0-00
Volume 397,831 310,017 -87,814 -22.1% 1,646,948
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 151-17 151-01 148-12
R3 150-02 149-18 147-31
R2 148-19 148-19 147-27
R1 148-03 148-03 147-22 148-11
PP 147-04 147-04 147-04 147-08
S1 146-20 146-20 147-14 146-28
S2 145-21 145-21 147-09
S3 144-06 145-05 147-05
S4 142-23 143-22 146-24
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 158-26 156-27 149-18
R3 155-05 153-06 148-18
R2 151-16 151-16 148-07
R1 149-17 149-17 147-29 148-22
PP 147-27 147-27 147-27 147-14
S1 145-28 145-28 147-07 145-01
S2 144-06 144-06 146-29
S3 140-17 142-07 146-18
S4 136-28 138-18 145-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-26 146-05 3-21 2.5% 1-10 0.9% 38% False False 329,389
10 150-07 146-05 4-02 2.8% 1-09 0.9% 35% False False 305,293
20 150-09 146-05 4-04 2.8% 1-06 0.8% 34% False False 313,119
40 151-29 144-15 7-14 5.0% 1-09 0.9% 42% False False 309,886
60 153-10 144-15 8-27 6.0% 1-10 0.9% 35% False False 207,739
80 154-17 144-15 10-02 6.8% 1-08 0.9% 31% False False 155,917
100 154-17 144-15 10-02 6.8% 1-09 0.9% 31% False False 124,792
120 154-17 142-00 12-17 8.5% 1-07 0.8% 44% False False 104,028
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-29
2.618 151-16
1.618 150-01
1.000 149-04
0.618 148-18
HIGH 147-21
0.618 147-03
0.500 146-30
0.382 146-24
LOW 146-06
0.618 145-09
1.000 144-23
1.618 143-26
2.618 142-11
4.250 139-30
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 147-11 147-14
PP 147-04 147-10
S1 146-30 147-06

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

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