ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 146-20 147-08 0-20 0.4% 148-12
High 147-16 148-00 0-16 0.3% 148-22
Low 146-08 146-23 0-15 0.3% 146-04
Close 147-11 147-28 0-17 0.4% 146-04
Range 1-08 1-09 0-01 2.5% 2-18
ATR 0-28 0-29 0-01 3.2% 0-00
Volume 7 25 18 257.1% 47
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 151-12 150-29 148-19
R3 150-03 149-20 148-07
R2 148-26 148-26 148-04
R1 148-11 148-11 148-00 148-18
PP 147-17 147-17 147-17 147-21
S1 147-02 147-02 147-24 147-10
S2 146-08 146-08 147-20
S3 144-31 145-25 147-17
S4 143-22 144-16 147-05
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
5 148-00 146-00 2-00 1.4% 0-31 0.7% 94% True False 19
10 148-22 146-00 2-22 1.8% 0-25 0.5% 70% False False 14
20 148-22 143-08 5-14 3.7% 0-23 0.5% 85% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 153-14
2.618 151-11
1.618 150-02
1.000 149-09
0.618 148-25
HIGH 148-00
0.618 147-16
0.500 147-12
0.382 147-07
LOW 146-23
0.618 145-30
1.000 145-14
1.618 144-21
2.618 143-12
4.250 141-09
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 147-22 147-20
PP 147-17 147-12
S1 147-12 147-04

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

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