ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	151-16	151-24	0-08	0.2%	148-20
High	152-08	151-30	-0-10	-0.2%	152-08
Low	151-01	151-13	0-12	0.2%	148-03
Close	151-20	151-21	0-01	0.0%	151-20
Range	1-07	0-17	-0-22	-56.4%	4-05
ATR	1-10	1-08	-0-02	-4.3%	0-00
Volume	410,203	51,428	-358,775	-87.5%	2,024,940

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	153-08	153-00	151-30
R3	152-23	152-15	151-26
R2	152-06	152-06	151-24
R1	151-30	151-30	151-23	151-26
PP	151-21	151-21	151-21	151-19
S1	151-13	151-13	151-19	151-08
S2	151-04	151-04	151-18
S3	150-19	150-28	151-16
S4	150-02	150-11	151-12

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	163-04	161-17	153-29
R3	158-31	157-12	152-25
R2	154-26	154-26	152-12
R1	153-07	153-07	152-00	154-00
PP	150-21	150-21	150-21	151-02
S1	149-02	149-02	151-08	149-28
S2	146-16	146-16	150-28
S3	142-11	144-29	150-15
S4	138-06	140-24	149-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-08	148-03	4-05	2.7%	1-14	0.9%	86%	False	False	366,240
10	152-08	147-18	4-22	3.1%	1-08	0.8%	87%	False	False	312,569
20	152-08	146-02	6-06	4.1%	1-08	0.8%	90%	False	False	316,808
40	152-08	145-14	6-26	4.5%	1-06	0.8%	91%	False	False	310,013
60	152-08	144-15	7-25	5.1%	1-09	0.8%	92%	False	False	289,090
80	154-17	144-15	10-02	6.6%	1-09	0.9%	71%	False	False	217,210
100	154-17	144-15	10-02	6.6%	1-08	0.8%	71%	False	False	173,845
120	154-17	144-15	10-02	6.6%	1-09	0.8%	71%	False	False	144,924

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	0-08
Narrowest range in 122 trading days

Fibonacci Retracements and Extensions
4.250	154-06
2.618	153-11
1.618	152-26
1.000	152-15
0.618	152-09
HIGH	151-30
0.618	151-24
0.500	151-22
0.382	151-19
LOW	151-13
0.618	151-02
1.000	150-28
1.618	150-17
2.618	150-00
4.250	149-05

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	151-22	151-14
PP	151-21	151-07
S1	151-21	151-00

Download as Excel Spreadsheet

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

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