ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 151-04 151-05 0-01 0.0% 150-01
High 151-11 151-20 0-09 0.2% 151-25
Low 150-12 150-25 0-13 0.3% 149-30
Close 151-02 151-15 0-13 0.3% 151-13
Range 0-31 0-27 -0-04 -12.9% 1-27
ATR 1-02 1-01 0-00 -1.4% 0-00
Volume 47,750 23,628 -24,122 -50.5% 2,018,826
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 153-26 153-16 151-30
R3 152-31 152-21 151-22
R2 152-04 152-04 151-20
R1 151-26 151-26 151-17 151-31
PP 151-09 151-09 151-09 151-12
S1 150-31 150-31 151-13 151-04
S2 150-14 150-14 151-10
S3 149-19 150-04 151-08
S4 148-24 149-09 151-00
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 156-18 155-27 152-13
R3 154-23 154-00 151-29
R2 152-28 152-28 151-24
R1 152-05 152-05 151-18 152-16
PP 151-01 151-01 151-01 151-07
S1 150-10 150-10 151-08 150-22
S2 149-06 149-06 151-02
S3 147-11 148-15 150-29
S4 145-16 146-20 150-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-25 150-12 1-13 0.9% 0-26 0.5% 78% False False 239,060
10 151-25 149-23 2-02 1.4% 0-30 0.6% 85% False False 277,934
20 152-21 148-03 4-18 3.0% 1-02 0.7% 74% False False 308,134
40 152-21 146-02 6-19 4.4% 1-04 0.7% 82% False False 306,061
60 152-21 144-15 8-06 5.4% 1-06 0.8% 85% False False 310,487
80 152-21 144-15 8-06 5.4% 1-07 0.8% 85% False False 271,171
100 154-17 144-15 10-02 6.6% 1-07 0.8% 70% False False 217,097
120 154-17 144-15 10-02 6.6% 1-07 0.8% 70% False False 180,977
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 True
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-07
2.618 153-27
1.618 153-00
1.000 152-15
0.618 152-05
HIGH 151-20
0.618 151-10
0.500 151-06
0.382 151-03
LOW 150-25
0.618 150-08
1.000 149-30
1.618 149-13
2.618 148-18
4.250 147-06
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 151-12 151-11
PP 151-09 151-06
S1 151-06 151-02

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

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