ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 141-19 142-21 1-02 0.8% 141-25
High 142-25 142-26 0-01 0.0% 142-26
Low 140-14 140-28 0-14 0.3% 140-03
Close 142-19 141-05 -1-14 -1.0% 141-05
Range 2-11 1-30 -0-13 -17.3% 2-23
ATR 1-27 1-27 0-00 0.4% 0-00
Volume 322,561 273,524 -49,037 -15.2% 1,379,265
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 147-14 146-07 142-07
R3 145-16 144-09 141-22
R2 143-18 143-18 141-16
R1 142-11 142-11 141-11 142-00
PP 141-20 141-20 141-20 141-14
S1 140-13 140-13 140-31 140-02
S2 139-22 139-22 140-26
S3 137-24 138-15 140-20
S4 135-26 136-17 140-03
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 149-16 148-02 142-21
R3 146-25 145-11 141-29
R2 144-02 144-02 141-21
R1 142-20 142-20 141-13 142-00
PP 141-11 141-11 141-11 141-01
S1 139-29 139-29 140-29 139-08
S2 138-20 138-20 140-21
S3 135-29 137-06 140-13
S4 133-06 134-15 139-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-26 140-03 2-23 1.9% 1-25 1.3% 39% True False 275,853
10 143-31 139-24 4-07 3.0% 1-31 1.4% 33% False False 309,766
20 145-08 139-24 5-16 3.9% 1-21 1.2% 26% False False 172,872
40 145-08 134-22 10-18 7.5% 1-25 1.3% 61% False False 86,897
60 146-12 134-22 11-22 8.3% 1-23 1.2% 55% False False 57,978
80 146-12 134-05 12-07 8.7% 1-14 1.0% 57% False False 43,487
100 146-12 122-03 24-09 17.2% 1-09 0.9% 79% False False 34,791
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 0-18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 151-02
2.618 147-28
1.618 145-30
1.000 144-24
0.618 144-00
HIGH 142-26
0.618 142-02
0.500 141-27
0.382 141-20
LOW 140-28
0.618 139-22
1.000 138-30
1.618 137-24
2.618 135-26
4.250 132-20
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 141-27 141-14
PP 141-20 141-11
S1 141-12 141-08

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

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