ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 149-01 148-19 -0-14 -0.3% 150-17
High 149-13 149-08 -0-05 -0.1% 150-17
Low 148-19 148-11 -0-08 -0.2% 148-11
Close 148-24 148-22 -0-02 0.0% 148-22
Range 0-26 0-29 0-03 11.5% 2-06
ATR 1-01 1-01 0-00 -0.9% 0-00
Volume 11,182 33,052 21,870 195.6% 55,826
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 151-15 151-00 149-06
R3 150-18 150-03 148-30
R2 149-21 149-21 148-27
R1 149-06 149-06 148-25 149-14
PP 148-24 148-24 148-24 148-28
S1 148-09 148-09 148-19 148-16
S2 147-27 147-27 148-17
S3 146-30 147-12 148-14
S4 146-01 146-15 148-06
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 155-24 154-13 149-28
R3 153-18 152-07 149-09
R2 151-12 151-12 149-03
R1 150-01 150-01 148-28 149-20
PP 149-06 149-06 149-06 148-31
S1 147-27 147-27 148-16 147-14
S2 147-00 147-00 148-09
S3 144-26 145-21 148-03
S4 142-20 143-15 147-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-10 148-11 2-31 2.0% 0-30 0.6% 12% False True 12,176
10 151-10 148-11 2-31 2.0% 0-28 0.6% 12% False True 7,155
20 151-10 145-28 5-14 3.7% 1-00 0.7% 52% False False 3,907
40 151-10 144-27 6-15 4.4% 0-29 0.6% 59% False False 1,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-03
2.618 151-20
1.618 150-23
1.000 150-05
0.618 149-26
HIGH 149-08
0.618 148-29
0.500 148-26
0.382 148-22
LOW 148-11
0.618 147-25
1.000 147-14
1.618 146-28
2.618 145-31
4.250 144-16
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 148-26 149-10
PP 148-24 149-04
S1 148-23 148-29

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

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