ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 147-07 146-00 -1-07 -0.8% 148-12
High 147-07 146-29 -0-10 -0.2% 148-22
Low 146-04 146-00 -0-04 -0.1% 146-04
Close 146-04 146-28 0-24 0.5% 146-04
Range 1-03 0-29 -0-06 -17.1% 2-18
ATR 0-29 0-29 0-00 0.1% 0-00
Volume 19 39 20 105.3% 47
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 149-10 149-00 147-12
R3 148-13 148-03 147-04
R2 147-16 147-16 147-01
R1 147-06 147-06 146-31 147-11
PP 146-19 146-19 146-19 146-22
S1 146-09 146-09 146-25 146-14
S2 145-22 145-22 146-23
S3 144-25 145-12 146-20
S4 143-28 144-15 146-12
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 154-21 152-31 147-17
R3 152-03 150-13 146-27
R2 149-17 149-17 146-19
R1 147-27 147-27 146-12 147-13
PP 146-31 146-31 146-31 146-24
S1 145-09 145-09 145-28 144-27
S2 144-13 144-13 145-21
S3 141-27 142-23 145-13
S4 139-09 140-05 144-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-22 146-00 2-22 1.8% 0-23 0.5% 33% False True 15
10 148-22 146-00 2-22 1.8% 0-23 0.5% 33% False True 12
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 True
Bull Hook False
Stretch 0-02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150-24
2.618 149-09
1.618 148-12
1.000 147-26
0.618 147-15
HIGH 146-29
0.618 146-18
0.500 146-14
0.382 146-11
LOW 146-00
0.618 145-14
1.000 145-03
1.618 144-17
2.618 143-20
4.250 142-05
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 146-24 147-00
PP 146-19 146-31
S1 146-14 146-30

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

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