ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 150-17 150-10 -0-07 -0.1% 150-11
High 150-17 150-10 -0-07 -0.1% 151-10
Low 149-26 148-31 -0-27 -0.6% 150-00
Close 150-03 149-06 -0-29 -0.6% 150-28
Range 0-23 1-11 0-20 87.0% 1-10
ATR 1-01 1-02 0-01 2.2% 0-00
Volume 1,680 9,912 8,232 490.0% 12,563
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 153-17 152-22 149-30
R3 152-06 151-11 149-18
R2 150-27 150-27 149-14
R1 150-00 150-00 149-10 149-24
PP 149-16 149-16 149-16 149-12
S1 148-21 148-21 149-02 148-13
S2 148-05 148-05 148-30
S3 146-26 147-10 148-26
S4 145-15 145-31 148-14
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 154-21 154-03 151-19
R3 153-11 152-25 151-08
R2 152-01 152-01 151-04
R1 151-15 151-15 151-00 151-24
PP 150-23 150-23 150-23 150-28
S1 150-05 150-05 150-24 150-14
S2 149-13 149-13 150-20
S3 148-03 148-27 150-16
S4 146-25 147-17 150-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-10 148-31 2-11 1.6% 0-31 0.6% 9% False True 4,277
10 151-10 147-00 4-10 2.9% 1-03 0.7% 51% False False 3,113
20 151-10 144-30 6-12 4.3% 0-31 0.6% 67% False False 1,712
40 151-10 144-27 6-15 4.3% 0-29 0.6% 67% False False 874
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 0-05
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 156-01
2.618 153-27
1.618 152-16
1.000 151-21
0.618 151-05
HIGH 150-10
0.618 149-26
0.500 149-20
0.382 149-15
LOW 148-31
0.618 148-04
1.000 147-20
1.618 146-25
2.618 145-14
4.250 143-08
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 149-20 150-04
PP 149-16 149-26
S1 149-11 149-16

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

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