ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 146-00 146-24 0-24 0.5% 148-12
High 146-29 146-29 0-00 0.0% 148-22
Low 146-00 146-18 0-18 0.4% 146-04
Close 146-28 146-20 -0-08 -0.2% 146-04
Range 0-29 0-11 -0-18 -62.1% 2-18
ATR 0-29 0-27 -0-01 -4.4% 0-00
Volume 39 8 -31 -79.5% 47
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 147-23 147-17 146-26
R3 147-12 147-06 146-23
R2 147-01 147-01 146-22
R1 146-27 146-27 146-21 146-24
PP 146-22 146-22 146-22 146-21
S1 146-16 146-16 146-19 146-14
S2 146-11 146-11 146-18
S3 146-00 146-05 146-17
S4 145-21 145-26 146-14
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% 0-21 0.5% 23% False False 15
10 148-22 146-00 2-22 1.8% 0-22 0.5% 23% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-02
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 148-12
2.618 147-26
1.618 147-15
1.000 147-08
0.618 147-04
HIGH 146-29
0.618 146-25
0.500 146-24
0.382 146-22
LOW 146-18
0.618 146-11
1.000 146-07
1.618 146-00
2.618 145-21
4.250 145-03
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 146-24 146-20
PP 146-22 146-20
S1 146-21 146-20

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

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