ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 148-31 148-02 -0-29 -0.6% 149-26
High 149-12 148-10 -1-02 -0.7% 150-28
Low 147-28 147-09 -0-19 -0.4% 149-01
Close 148-02 147-26 -0-08 -0.2% 149-17
Range 1-16 1-01 -0-15 -31.3% 1-27
ATR 1-00 1-00 0-00 0.3% 0-00
Volume 455,098 507,299 52,201 11.5% 1,782,073
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 150-29 150-12 148-12
R3 149-28 149-11 148-03
R2 148-27 148-27 148-00
R1 148-10 148-10 147-29 148-02
PP 147-26 147-26 147-26 147-22
S1 147-09 147-09 147-23 147-01
S2 146-25 146-25 147-20
S3 145-24 146-08 147-17
S4 144-23 145-07 147-08
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
5 150-22 147-09 3-13 2.3% 1-03 0.7% 16% False True 384,985
10 150-28 147-09 3-19 2.4% 0-31 0.6% 15% False True 365,754
20 151-10 147-09 4-01 2.7% 0-30 0.6% 13% False True 238,578
40 151-10 144-27 6-15 4.4% 0-31 0.6% 46% False False 119,648
60 151-10 144-27 6-15 4.4% 0-28 0.6% 46% False False 79,771
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152-22
2.618 151-00
1.618 149-31
1.000 149-11
0.618 148-30
HIGH 148-10
0.618 147-29
0.500 147-26
0.382 147-22
LOW 147-09
0.618 146-21
1.000 146-08
1.618 145-20
2.618 144-19
4.250 142-29
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 147-26 148-18
PP 147-26 148-10
S1 147-26 148-02

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

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