ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 148-15 148-20 0-05 0.1% 148-08
High 148-24 149-15 0-23 0.5% 149-11
Low 147-18 148-14 0-28 0.6% 147-18
Close 148-13 149-08 0-27 0.6% 148-13
Range 1-06 1-01 -0-05 -13.2% 1-25
ATR 1-07 1-07 0-00 -0.9% 0-00
Volume 349,986 245,166 -104,820 -29.9% 1,152,089
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 152-05 151-23 149-26
R3 151-04 150-22 149-17
R2 150-03 150-03 149-14
R1 149-21 149-21 149-11 149-28
PP 149-02 149-02 149-02 149-05
S1 148-20 148-20 149-05 148-27
S2 148-01 148-01 149-02
S3 147-00 147-19 148-31
S4 145-31 146-18 148-22
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 153-25 152-28 149-12
R3 152-00 151-03 148-29
R2 150-07 150-07 148-23
R1 149-10 149-10 148-18 149-24
PP 148-14 148-14 148-14 148-21
S1 147-17 147-17 148-08 148-00
S2 146-21 146-21 148-03
S3 144-28 145-24 147-29
S4 143-03 143-31 147-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 149-15 147-18 1-29 1.3% 1-02 0.7% 89% True False 258,898
10 149-15 146-02 3-13 2.3% 1-04 0.8% 94% True False 279,761
20 150-07 146-02 4-05 2.8% 1-07 0.8% 77% False False 303,988
40 150-09 144-15 5-26 3.9% 1-08 0.8% 82% False False 311,663
60 151-29 144-15 7-14 5.0% 1-08 0.8% 64% False False 258,850
80 154-17 144-15 10-02 6.7% 1-08 0.8% 48% False False 194,338
100 154-17 144-15 10-02 6.7% 1-08 0.8% 48% False False 155,546
120 154-17 144-15 10-02 6.7% 1-08 0.8% 48% False False 129,671
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-27
2.618 152-05
1.618 151-04
1.000 150-16
0.618 150-03
HIGH 149-15
0.618 149-02
0.500 148-30
0.382 148-27
LOW 148-14
0.618 147-26
1.000 147-13
1.618 146-25
2.618 145-24
4.250 144-02
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 149-05 149-00
PP 149-02 148-24
S1 148-30 148-16

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

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