ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 147-08 147-16 0-08 0.2% 146-00
High 148-00 148-23 0-23 0.5% 148-23
Low 146-23 147-16 0-25 0.5% 146-00
Close 147-28 148-07 0-11 0.2% 148-07
Range 1-09 1-07 -0-02 -4.9% 2-23
ATR 0-29 0-30 0-01 2.4% 0-00
Volume 25 49 24 96.0% 128
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 151-26 151-07 148-28
R3 150-19 150-00 148-18
R2 149-12 149-12 148-14
R1 148-25 148-25 148-11 149-02
PP 148-05 148-05 148-05 148-09
S1 147-18 147-18 148-03 147-28
S2 146-30 146-30 148-00
S3 145-23 146-11 147-28
S4 144-16 145-04 147-18
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 155-26 154-23 149-23
R3 153-03 152-00 148-31
R2 150-12 150-12 148-23
R1 149-09 149-09 148-15 149-26
PP 147-21 147-21 147-21 147-29
S1 146-18 146-18 147-31 147-04
S2 144-30 144-30 147-23
S3 142-07 143-27 147-15
S4 139-16 141-04 146-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-23 146-00 2-23 1.8% 1-00 0.7% 82% True False 25
10 148-23 146-00 2-23 1.8% 0-26 0.6% 82% True False 17
20 148-23 143-08 5-15 3.7% 0-22 0.5% 91% True False 13
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 False
Bull Hook False
Stretch 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 153-29
2.618 151-29
1.618 150-22
1.000 149-30
0.618 149-15
HIGH 148-23
0.618 148-08
0.500 148-04
0.382 147-31
LOW 147-16
0.618 146-24
1.000 146-09
1.618 145-17
2.618 144-10
4.250 142-10
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 148-06 147-31
PP 148-05 147-23
S1 148-04 147-16

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

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