ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 145-28 147-00 1-04 0.8% 146-05
High 146-21 147-17 0-28 0.6% 146-22
Low 145-28 146-24 0-28 0.6% 144-30
Close 146-21 147-12 0-23 0.5% 146-21
Range 0-25 0-25 0-00 0.0% 1-24
ATR 1-00 1-00 0-00 -0.9% 0-00
Volume 105 67 -38 -36.2% 692
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 149-18 149-08 147-26
R3 148-25 148-15 147-19
R2 148-00 148-00 147-17
R1 147-22 147-22 147-14 147-27
PP 147-07 147-07 147-07 147-10
S1 146-29 146-29 147-10 147-02
S2 146-14 146-14 147-07
S3 145-21 146-04 147-05
S4 144-28 145-11 146-30
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 151-11 150-24 147-20
R3 149-19 149-00 147-04
R2 147-27 147-27 146-31
R1 147-08 147-08 146-26 147-18
PP 146-03 146-03 146-03 146-08
S1 145-16 145-16 146-16 145-26
S2 144-11 144-11 146-11
S3 142-19 143-24 146-06
S4 140-27 142-00 145-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-17 144-30 2-19 1.8% 0-24 0.5% 94% True False 128
10 147-17 144-27 2-22 1.8% 0-28 0.6% 94% True False 97
20 148-23 144-27 3-28 2.6% 0-28 0.6% 65% False False 59
Crabel Price Patterns
NR False
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 0-02
Fibonacci Retracements and Extensions
4.250 150-27
2.618 149-18
1.618 148-25
1.000 148-10
0.618 148-00
HIGH 147-17
0.618 147-07
0.500 147-04
0.382 147-02
LOW 146-24
0.618 146-09
1.000 145-31
1.618 145-16
2.618 144-23
4.250 143-14
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 147-10 147-00
PP 147-07 146-20
S1 147-04 146-08

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

View Archives - Comment on this page... - Back to Index of Symbols