ECBOT 30 Year Treasury Bond Future June 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 146-08 144-22 -1-18 -1.1% 148-16
High 146-08 144-22 -1-18 -1.1% 148-28
Low 146-01 144-22 -1-11 -0.9% 146-02
Close 146-01 144-22 -1-11 -0.9% 147-03
Range 0-07 0-00 -0-07 -100.0% 2-26
ATR 0-20 0-21 0-02 8.5% 0-00
Volume 1 1 0 0.0% 11
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 144-22 144-22 144-22
R3 144-22 144-22 144-22
R2 144-22 144-22 144-22
R1 144-22 144-22 144-22 144-22
PP 144-22 144-22 144-22 144-22
S1 144-22 144-22 144-22 144-22
S2 144-22 144-22 144-22
S3 144-22 144-22 144-22
S4 144-22 144-22 144-22
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 155-25 154-08 148-20
R3 152-31 151-14 147-28
R2 150-05 150-05 147-20
R1 148-20 148-20 147-11 148-00
PP 147-11 147-11 147-11 147-01
S1 145-26 145-26 146-27 145-06
S2 144-17 144-17 146-18
S3 141-23 143-00 146-10
S4 138-29 140-06 145-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-03 144-22 2-13 1.7% 0-05 0.1% 0% False True 2
10 149-11 144-22 4-21 3.2% 0-07 0.1% 0% False True 2
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 0-00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144-22
2.618 144-22
1.618 144-22
1.000 144-22
0.618 144-22
HIGH 144-22
0.618 144-22
0.500 144-22
0.382 144-22
LOW 144-22
0.618 144-22
1.000 144-22
1.618 144-22
2.618 144-22
4.250 144-22
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 144-22 145-28
PP 144-22 145-16
S1 144-22 145-03

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

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