ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 146-25 148-08 1-15 1.0% 147-17
High 148-06 149-00 0-26 0.5% 148-06
Low 146-19 148-02 1-15 1.0% 146-02
Close 148-00 148-23 0-23 0.5% 148-00
Range 1-19 0-30 -0-21 -41.2% 2-04
ATR 1-09 1-08 -0-01 -1.6% 0-00
Volume 355,821 102,764 -253,057 -71.1% 1,680,852
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 151-13 151-00 149-08
R3 150-15 150-02 148-31
R2 149-17 149-17 148-28
R1 149-04 149-04 148-26 149-10
PP 148-19 148-19 148-19 148-22
S1 148-06 148-06 148-20 148-12
S2 147-21 147-21 148-18
S3 146-23 147-08 148-15
S4 145-25 146-10 148-06
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
5 149-00 146-02 2-30 2.0% 1-06 0.8% 90% True False 300,624
10 149-15 146-02 3-13 2.3% 1-09 0.9% 78% False False 321,047
20 150-07 146-02 4-05 2.8% 1-07 0.8% 64% False False 304,271
40 151-29 144-15 7-14 5.0% 1-10 0.9% 57% False False 323,648
60 151-29 144-15 7-14 5.0% 1-08 0.8% 57% False False 237,395
80 154-17 144-15 10-02 6.8% 1-08 0.8% 42% False False 178,168
100 154-17 144-15 10-02 6.8% 1-08 0.8% 42% False False 142,610
120 154-17 143-00 11-17 7.8% 1-08 0.8% 50% False False 118,890
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 153-00
2.618 151-15
1.618 150-17
1.000 149-30
0.618 149-19
HIGH 149-00
0.618 148-21
0.500 148-17
0.382 148-13
LOW 148-02
0.618 147-15
1.000 147-04
1.618 146-17
2.618 145-19
4.250 144-02
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 148-21 148-10
PP 148-19 147-30
S1 148-17 147-17

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

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