ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 149-27 150-04 0-09 0.2% 148-21
High 150-10 150-21 0-11 0.2% 150-14
Low 149-15 149-27 0-12 0.3% 148-20
Close 150-04 150-08 0-04 0.1% 150-02
Range 0-27 0-26 -0-01 -3.7% 1-26
ATR 0-31 0-30 0-00 -1.1% 0-00
Volume 316,892 359,553 42,661 13.5% 1,466,401
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 152-22 152-09 150-22
R3 151-28 151-15 150-15
R2 151-02 151-02 150-13
R1 150-21 150-21 150-10 150-28
PP 150-08 150-08 150-08 150-11
S1 149-27 149-27 150-06 150-02
S2 149-14 149-14 150-03
S3 148-20 149-01 150-01
S4 147-26 148-07 149-26
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 155-05 154-13 151-02
R3 153-11 152-19 150-18
R2 151-17 151-17 150-13
R1 150-25 150-25 150-07 151-05
PP 149-23 149-23 149-23 149-28
S1 148-31 148-31 149-29 149-11
S2 147-29 147-29 149-23
S3 146-03 147-05 149-18
S4 144-09 145-11 149-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-21 149-01 1-20 1.1% 0-26 0.5% 75% True False 345,108
10 150-21 148-11 2-10 1.5% 0-27 0.6% 82% True False 253,732
20 151-10 147-00 4-10 2.9% 0-31 0.6% 75% False False 128,423
40 151-10 144-27 6-15 4.3% 0-31 0.6% 84% False False 64,303
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 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 154-04
2.618 152-25
1.618 151-31
1.000 151-15
0.618 151-05
HIGH 150-21
0.618 150-11
0.500 150-08
0.382 150-05
LOW 149-27
0.618 149-11
1.000 149-01
1.618 148-17
2.618 147-23
4.250 146-12
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 150-08 150-04
PP 150-08 149-31
S1 150-08 149-27

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

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