ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 140-24 141-25 1-01 0.7% 143-03
High 142-02 142-04 0-02 0.0% 143-31
Low 139-24 140-20 0-28 0.6% 139-24
Close 141-26 141-17 -0-09 -0.2% 141-26
Range 2-10 1-16 -0-26 -35.1% 4-07
ATR 1-27 1-26 -0-01 -1.4% 0-00
Volume 353,262 261,981 -91,281 -25.8% 1,718,399
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 145-30 145-07 142-11
R3 144-14 143-23 141-30
R2 142-30 142-30 141-26
R1 142-07 142-07 141-21 141-26
PP 141-14 141-14 141-14 141-07
S1 140-23 140-23 141-13 140-10
S2 139-30 139-30 141-08
S3 138-14 139-07 141-04
S4 136-30 137-23 140-23
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 154-16 152-12 144-04
R3 150-09 148-05 142-31
R2 146-02 146-02 142-19
R1 143-30 143-30 142-06 142-28
PP 141-27 141-27 141-27 141-10
S1 139-23 139-23 141-14 138-22
S2 137-20 137-20 141-01
S3 133-13 135-16 140-21
S4 129-06 131-09 139-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-25 139-24 4-01 2.8% 1-30 1.4% 44% False False 361,825
10 145-08 139-24 5-16 3.9% 1-24 1.2% 32% False False 231,031
20 145-08 139-24 5-16 3.9% 1-23 1.2% 32% False False 117,405
40 145-08 134-22 10-18 7.5% 1-23 1.2% 65% False False 58,978
60 146-12 134-22 11-22 8.3% 1-21 1.2% 59% False False 39,359
80 146-12 133-13 12-31 9.2% 1-11 1.0% 63% False False 29,521
Crabel Price Patterns
NR True
NR4 True
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 0-14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148-16
2.618 146-02
1.618 144-18
1.000 143-20
0.618 143-02
HIGH 142-04
0.618 141-18
0.500 141-12
0.382 141-06
LOW 140-20
0.618 139-22
1.000 139-04
1.618 138-06
2.618 136-22
4.250 134-08
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 141-15 141-11
PP 141-14 141-04
S1 141-12 140-30

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

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