ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 142-03 142-16 0-13 0.3% 145-05
High 142-18 144-18 2-00 1.4% 146-11
Low 142-01 142-13 0-12 0.3% 141-28
Close 142-14 144-17 2-03 1.5% 141-31
Range 0-17 2-05 1-20 305.9% 4-15
ATR 1-21 1-22 0-01 2.2% 0-00
Volume 50,401 112,807 62,406 123.8% 906,697
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 150-10 149-18 145-23
R3 148-05 147-13 145-04
R2 146-00 146-00 144-30
R1 145-08 145-08 144-23 145-20
PP 143-27 143-27 143-27 144-00
S1 143-03 143-03 144-11 143-15
S2 141-22 141-22 144-04
S3 139-17 140-30 143-30
S4 137-12 138-25 143-11
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 156-26 153-27 144-14
R3 152-11 149-12 143-06
R2 147-28 147-28 142-25
R1 144-29 144-29 142-12 144-05
PP 143-13 143-13 143-13 143-00
S1 140-14 140-14 141-18 139-22
S2 138-30 138-30 141-05
S3 134-15 135-31 140-24
S4 130-00 131-16 139-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-19 141-28 2-23 1.9% 1-11 0.9% 98% False False 129,208
10 146-11 141-28 4-15 3.1% 1-18 1.1% 59% False False 192,902
20 146-11 139-24 6-19 4.6% 1-24 1.2% 73% False False 248,550
40 146-11 139-02 7-09 5.0% 1-24 1.2% 75% False False 147,882
60 146-11 134-22 11-21 8.1% 1-22 1.2% 84% False False 98,699
80 146-12 134-22 11-22 8.1% 1-19 1.1% 84% False False 74,046
100 146-12 129-00 17-12 12.0% 1-14 1.0% 89% False False 59,239
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 0-08
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 153-23
2.618 150-07
1.618 148-02
1.000 146-23
0.618 145-29
HIGH 144-18
0.618 143-24
0.500 143-16
0.382 143-07
LOW 142-13
0.618 141-02
1.000 140-08
1.618 138-29
2.618 136-24
4.250 133-08
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 144-06 144-03
PP 143-27 143-21
S1 143-16 143-07

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

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