ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 147-20 147-27 0-07 0.1% 147-11
High 148-18 148-25 0-07 0.1% 148-25
Low 146-30 147-23 0-25 0.5% 146-30
Close 148-11 148-12 0-01 0.0% 148-12
Range 1-20 1-02 -0-18 -34.6% 1-27
ATR 1-02 1-02 0-00 0.1% 0-00
Volume 200,385 142,897 -57,488 -28.7% 409,920
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 151-15 151-00 148-31
R3 150-13 149-30 148-21
R2 149-11 149-11 148-18
R1 148-28 148-28 148-15 149-04
PP 148-09 148-09 148-09 148-13
S1 147-26 147-26 148-09 148-02
S2 147-07 147-07 148-06
S3 146-05 146-24 148-03
S4 145-03 145-22 147-25
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 153-18 152-26 149-12
R3 151-23 150-31 148-28
R2 149-28 149-28 148-23
R1 149-04 149-04 148-17 149-16
PP 148-01 148-01 148-01 148-07
S1 147-09 147-09 148-07 147-21
S2 146-06 146-06 148-01
S3 144-11 145-14 147-28
S4 142-16 143-19 147-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-25 146-12 2-13 1.6% 1-00 0.7% 83% True False 135,853
10 148-25 145-19 3-06 2.1% 1-04 0.8% 87% True False 256,102
20 150-28 145-19 5-09 3.6% 1-01 0.7% 53% False False 310,928
40 151-10 145-19 5-23 3.9% 1-01 0.7% 49% False False 183,650
60 151-10 144-27 6-15 4.4% 0-31 0.7% 55% False False 122,453
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 2 trading days
Fibonacci Retracements and Extensions
4.250 153-10
2.618 151-18
1.618 150-16
1.000 149-27
0.618 149-14
HIGH 148-25
0.618 148-12
0.500 148-08
0.382 148-04
LOW 147-23
0.618 147-02
1.000 146-21
1.618 146-00
2.618 144-30
4.250 143-06
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 148-11 148-06
PP 148-09 148-01
S1 148-08 147-28

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

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