ECBOT 30 Year Treasury Bond Future March 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 147-27 148-13 0-18 0.4% 147-11
High 148-25 148-23 -0-02 0.0% 148-25
Low 147-23 146-23 -1-00 -0.7% 146-30
Close 148-12 147-16 -0-28 -0.6% 148-12
Range 1-02 2-00 0-30 88.2% 1-27
ATR 1-02 1-04 0-02 6.4% 0-00
Volume 142,897 133,044 -9,853 -6.9% 409,920
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 153-21 152-18 148-19
R3 151-21 150-18 148-02
R2 149-21 149-21 147-28
R1 148-18 148-18 147-22 148-04
PP 147-21 147-21 147-21 147-13
S1 146-18 146-18 147-10 146-04
S2 145-21 145-21 147-04
S3 143-21 144-18 146-30
S4 141-21 142-18 146-13
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
5 148-25 146-23 2-02 1.4% 1-04 0.8% 38% False True 108,592
10 148-25 145-19 3-06 2.2% 1-06 0.8% 60% False False 237,504
20 150-28 145-19 5-09 3.6% 1-03 0.7% 36% False False 296,736
40 151-10 145-19 5-23 3.9% 1-02 0.7% 33% False False 186,960
60 151-10 144-27 6-15 4.4% 1-00 0.7% 41% False False 124,671
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 False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 157-07
2.618 153-31
1.618 151-31
1.000 150-23
0.618 149-31
HIGH 148-23
0.618 147-31
0.500 147-23
0.382 147-15
LOW 146-23
0.618 145-15
1.000 144-23
1.618 143-15
2.618 141-15
4.250 138-07
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 147-23 147-24
PP 147-21 147-21
S1 147-18 147-19

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

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