ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 147-08 146-25 -0-15 -0.3% 147-17
High 147-09 148-06 0-29 0.6% 148-06
Low 146-02 146-19 0-17 0.4% 146-02
Close 146-23 148-00 1-09 0.9% 148-00
Range 1-07 1-19 0-12 30.8% 2-04
ATR 1-08 1-09 0-01 1.9% 0-00
Volume 413,574 355,821 -57,753 -14.0% 1,680,852
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 152-12 151-25 148-28
R3 150-25 150-06 148-14
R2 149-06 149-06 148-09
R1 148-19 148-19 148-05 148-28
PP 147-19 147-19 147-19 147-24
S1 147-00 147-00 147-27 147-10
S2 146-00 146-00 147-23
S3 144-13 145-13 147-18
S4 142-26 143-26 147-04
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 153-25 153-01 149-05
R3 151-21 150-29 148-19
R2 149-17 149-17 148-12
R1 148-25 148-25 148-06 149-05
PP 147-13 147-13 147-13 147-20
S1 146-21 146-21 147-26 147-01
S2 145-09 145-09 147-20
S3 143-05 144-17 147-13
S4 141-01 142-13 146-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-06 146-02 2-04 1.4% 1-07 0.8% 91% True False 336,170
10 149-26 146-02 3-24 2.5% 1-09 0.9% 52% False False 332,780
20 150-07 146-02 4-05 2.8% 1-07 0.8% 47% False False 317,543
40 151-29 144-15 7-14 5.0% 1-10 0.9% 47% False False 330,939
60 152-15 144-15 8-00 5.4% 1-09 0.9% 44% False False 235,694
80 154-17 144-15 10-02 6.8% 1-08 0.8% 35% False False 176,885
100 154-17 144-15 10-02 6.8% 1-08 0.9% 35% False False 141,584
120 154-17 143-00 11-17 7.8% 1-08 0.8% 43% False False 118,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 154-31
2.618 152-12
1.618 150-25
1.000 149-25
0.618 149-06
HIGH 148-06
0.618 147-19
0.500 147-12
0.382 147-06
LOW 146-19
0.618 145-19
1.000 145-00
1.618 144-00
2.618 142-13
4.250 139-26
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 147-26 147-23
PP 147-19 147-13
S1 147-12 147-04

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

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