ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 151-23 150-30 -0-25 -0.5% 151-04
High 152-17 151-13 -1-04 -0.7% 152-17
Low 150-22 150-26 0-04 0.1% 150-12
Close 150-28 151-02 0-06 0.1% 150-28
Range 1-27 0-19 -1-08 -67.8% 2-05
ATR 1-02 1-01 -0-01 -3.2% 0-00
Volume 23,549 7,151 -16,398 -69.6% 135,572
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 152-28 152-18 151-12
R3 152-09 151-31 151-07
R2 151-22 151-22 151-05
R1 151-12 151-12 151-04 151-17
PP 151-03 151-03 151-03 151-06
S1 150-25 150-25 151-00 150-30
S2 150-16 150-16 150-31
S3 149-29 150-06 150-29
S4 149-10 149-19 150-24
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 157-23 156-15 152-02
R3 155-18 154-10 151-15
R2 153-13 153-13 151-09
R1 152-05 152-05 151-02 151-22
PP 151-08 151-08 151-08 151-01
S1 150-00 150-00 150-22 149-18
S2 149-03 149-03 150-15
S3 146-30 147-27 150-09
S4 144-25 145-22 149-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-17 150-22 1-27 1.2% 0-31 0.6% 20% False False 18,994
10 152-17 150-10 2-07 1.5% 0-28 0.6% 34% False False 175,663
20 152-21 149-23 2-30 1.9% 0-29 0.6% 46% False False 222,712
40 152-21 146-02 6-19 4.4% 1-03 0.7% 76% False False 273,977
60 152-21 144-15 8-06 5.4% 1-04 0.7% 81% False False 284,722
80 152-21 144-15 8-06 5.4% 1-06 0.8% 81% False False 271,961
100 154-17 144-15 10-02 6.7% 1-07 0.8% 66% False False 217,798
120 154-17 144-15 10-02 6.7% 1-06 0.8% 66% False False 181,566
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 19 trading days
Fibonacci Retracements and Extensions
4.250 153-30
2.618 152-31
1.618 152-12
1.000 152-00
0.618 151-25
HIGH 151-13
0.618 151-06
0.500 151-04
0.382 151-01
LOW 150-26
0.618 150-14
1.000 150-07
1.618 149-27
2.618 149-08
4.250 148-09
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 151-04 151-20
PP 151-03 151-14
S1 151-02 151-08

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

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