ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 152-01 152-00 -0-01 0.0% 151-24
High 152-15 152-21 0-06 0.1% 152-21
Low 151-17 151-25 0-08 0.2% 151-10
Close 152-02 152-07 0-05 0.1% 152-07
Range 0-30 0-28 -0-02 -6.7% 1-11
ATR 1-07 1-06 -0-01 -1.9% 0-00
Volume 340,663 338,759 -1,904 -0.6% 1,387,549
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 154-27 154-13 152-22
R3 153-31 153-17 152-15
R2 153-03 153-03 152-12
R1 152-21 152-21 152-10 152-28
PP 152-07 152-07 152-07 152-10
S1 151-25 151-25 152-04 152-00
S2 151-11 151-11 152-02
S3 150-15 150-29 151-31
S4 149-19 150-01 151-24
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 156-03 155-16 152-31
R3 154-24 154-05 152-19
R2 153-13 153-13 152-15
R1 152-26 152-26 152-11 153-04
PP 152-02 152-02 152-02 152-07
S1 151-15 151-15 152-03 151-24
S2 150-23 150-23 151-31
S3 149-12 150-04 151-27
S4 148-01 148-25 151-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-21 151-10 1-11 0.9% 0-27 0.6% 67% True False 277,509
10 152-21 148-03 4-18 3.0% 1-06 0.8% 90% True False 341,248
20 152-21 146-02 6-19 4.3% 1-05 0.8% 93% True False 312,271
40 152-21 146-02 6-19 4.3% 1-06 0.8% 93% True False 312,695
60 152-21 144-15 8-06 5.4% 1-08 0.8% 95% True False 310,681
80 153-10 144-15 8-27 5.8% 1-09 0.8% 88% False False 233,872
100 154-17 144-15 10-02 6.6% 1-08 0.8% 77% False False 187,188
120 154-17 144-15 10-02 6.6% 1-08 0.8% 77% False False 156,039
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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 156-12
2.618 154-30
1.618 154-02
1.000 153-17
0.618 153-06
HIGH 152-21
0.618 152-10
0.500 152-07
0.382 152-04
LOW 151-25
0.618 151-08
1.000 150-29
1.618 150-12
2.618 149-16
4.250 148-02
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 152-07 152-04
PP 152-07 152-02
S1 152-07 152-00

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

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