ECBOT 30 Year Treasury Bond Future December 2012

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	149-31	150-01	0-02	0.0%	151-30
High	150-20	151-05	0-17	0.4%	151-31
Low	149-23	149-30	0-07	0.1%	149-23
Close	150-01	150-19	0-18	0.4%	150-01
Range	0-29	1-07	0-10	34.5%	2-08
ATR	1-05	1-05	0-00	0.4%	0-00
Volume	148,069	404,915	256,846	173.5%	905,159

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	154-07	153-20	151-08
R3	153-00	152-13	150-30
R2	151-25	151-25	150-26
R1	151-06	151-06	150-23	151-16
PP	150-18	150-18	150-18	150-23
S1	149-31	149-31	150-15	150-08
S2	149-11	149-11	150-12
S3	148-04	148-24	150-08
S4	146-29	147-17	149-30

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	157-10	155-30	151-09
R3	155-02	153-22	150-21
R2	152-26	152-26	150-14
R1	151-14	151-14	150-08	151-00
PP	150-18	150-18	150-18	150-12
S1	149-06	149-06	149-26	148-24
S2	148-10	148-10	149-20
S3	146-02	146-30	149-13
S4	143-26	144-22	148-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-31	149-23	2-08	1.5%	1-02	0.7%	39%	False	False	262,014
10	152-21	149-23	2-30	2.0%	0-31	0.6%	30%	False	False	269,762
20	152-21	147-18	5-03	3.4%	1-04	0.7%	60%	False	False	293,732
40	152-21	146-02	6-19	4.4%	1-05	0.8%	69%	False	False	305,638
60	152-21	144-15	8-06	5.4%	1-08	0.8%	75%	False	False	318,536
80	152-21	144-15	8-06	5.4%	1-08	0.8%	75%	False	False	250,204
100	154-17	144-15	10-02	6.7%	1-07	0.8%	61%	False	False	200,255
120	154-17	144-15	10-02	6.7%	1-08	0.8%	61%	False	False	166,942

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-07
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	156-11
2.618	154-11
1.618	153-04
1.000	152-12
0.618	151-29
HIGH	151-05
0.618	150-22
0.500	150-18
0.382	150-13
LOW	149-30
0.618	149-06
1.000	148-23
1.618	147-31
2.618	146-24
4.250	144-24

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	150-18	150-17
PP	150-18	150-16
S1	150-18	150-14

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