ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 150-07 150-12 0-05 0.1% 149-26
High 150-28 150-22 -0-06 -0.1% 150-28
Low 150-03 149-11 -0-24 -0.5% 149-01
Close 150-16 149-17 -0-31 -0.6% 149-17
Range 0-25 1-11 0-18 72.0% 1-27
ATR 0-30 0-31 0-01 3.1% 0-00
Volume 289,054 466,330 177,276 61.3% 1,782,073
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 153-28 153-02 150-09
R3 152-17 151-23 149-29
R2 151-06 151-06 149-25
R1 150-12 150-12 149-21 150-04
PP 149-27 149-27 149-27 149-23
S1 149-01 149-01 149-13 148-24
S2 148-16 148-16 149-09
S3 147-05 147-22 149-05
S4 145-26 146-11 148-25
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 155-11 154-09 150-17
R3 153-16 152-14 150-01
R2 151-21 151-21 149-28
R1 150-19 150-19 149-22 150-06
PP 149-26 149-26 149-26 149-20
S1 148-24 148-24 149-12 148-12
S2 147-31 147-31 149-06
S3 146-04 146-29 149-01
S4 144-09 145-02 148-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-28 149-01 1-27 1.2% 0-30 0.6% 27% False False 356,414
10 150-28 148-20 2-08 1.5% 0-29 0.6% 40% False False 324,847
20 151-10 148-11 2-31 2.0% 0-28 0.6% 40% False False 166,001
40 151-10 144-27 6-15 4.3% 0-30 0.6% 72% False False 83,187
60 151-10 143-08 8-02 5.4% 0-28 0.6% 78% False False 55,463
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 True
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 156-13
2.618 154-07
1.618 152-28
1.000 152-01
0.618 151-17
HIGH 150-22
0.618 150-06
0.500 150-00
0.382 149-27
LOW 149-11
0.618 148-16
1.000 148-00
1.618 147-05
2.618 145-26
4.250 143-20
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 150-00 150-04
PP 149-27 149-29
S1 149-22 149-23

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

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