ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 146-23 147-26 1-03 0.7% 149-20
High 148-04 147-29 -0-07 -0.1% 149-26
Low 146-22 147-03 0-13 0.3% 146-05
Close 147-24 147-15 -0-09 -0.2% 147-18
Range 1-14 0-26 -0-20 -43.5% 3-21
ATR 1-09 1-08 -0-01 -2.6% 0-00
Volume 305,809 325,152 19,343 6.3% 1,646,948
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 149-30 149-16 147-29
R3 149-04 148-22 147-22
R2 148-10 148-10 147-20
R1 147-28 147-28 147-17 147-22
PP 147-16 147-16 147-16 147-12
S1 147-02 147-02 147-13 146-28
S2 146-22 146-22 147-10
S3 145-28 146-08 147-08
S4 145-02 145-14 147-01
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
5 148-04 146-05 1-31 1.3% 1-05 0.8% 67% False False 323,861
10 150-07 146-05 4-02 2.8% 1-09 0.9% 32% False False 332,398
20 150-09 146-05 4-04 2.8% 1-06 0.8% 32% False False 316,175
40 151-29 144-15 7-14 5.0% 1-10 0.9% 40% False False 323,028
60 153-05 144-15 8-22 5.9% 1-09 0.9% 35% False False 222,888
80 154-17 144-15 10-02 6.8% 1-08 0.8% 30% False False 167,288
100 154-17 144-15 10-02 6.8% 1-08 0.9% 30% False False 133,896
120 154-17 142-29 11-20 7.9% 1-07 0.8% 39% False False 111,623
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-06
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 151-12
2.618 150-01
1.618 149-07
1.000 148-23
0.618 148-13
HIGH 147-29
0.618 147-19
0.500 147-16
0.382 147-13
LOW 147-03
0.618 146-19
1.000 146-09
1.618 145-25
2.618 144-31
4.250 143-20
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 147-16 147-14
PP 147-16 147-14
S1 147-15 147-13

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

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