ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	144-18	143-30	-0-20	-0.4%	142-03
High	145-08	143-31	-1-09	-0.9%	145-08
Low	144-06	143-01	-1-05	-0.8%	142-01
Close	144-26	143-03	-1-23	-1.2%	144-26
Range	1-02	0-30	-0-04	-11.8%	3-07
ATR	1-19	1-19	0-00	0.9%	0-00
Volume	101,331	193,446	92,115	90.9%	360,788

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	146-06	145-18	143-20
R3	145-08	144-20	143-11
R2	144-10	144-10	143-08
R1	143-22	143-22	143-06	143-17
PP	143-12	143-12	143-12	143-09
S1	142-24	142-24	143-00	142-19
S2	142-14	142-14	142-30
S3	141-16	141-26	142-27
S4	140-18	140-28	142-18

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	153-22	152-15	146-19
R3	150-15	149-08	145-22
R2	147-08	147-08	145-13
R1	146-01	146-01	145-03	146-20
PP	144-01	144-01	144-01	144-11
S1	142-26	142-26	144-17	143-14
S2	140-26	140-26	144-07
S3	137-19	139-19	143-30
S4	134-12	136-12	143-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-08	142-01	3-07	2.2%	1-04	0.8%	33%	False	False	110,846
10	146-11	141-28	4-15	3.1%	1-10	0.9%	27%	False	False	146,093
20	146-11	140-03	6-08	4.4%	1-18	1.1%	48%	False	False	210,754
40	146-11	139-16	6-27	4.8%	1-20	1.1%	53%	False	False	157,559
60	146-11	134-22	11-21	8.1%	1-22	1.2%	72%	False	False	105,206
80	146-12	134-22	11-22	8.2%	1-20	1.1%	72%	False	False	78,933
100	146-12	132-24	13-20	9.5%	1-12	1.0%	76%	False	False	63,149

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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147-30
2.618	146-14
1.618	145-16
1.000	144-29
0.618	144-18
HIGH	143-31
0.618	143-20
0.500	143-16
0.382	143-12
LOW	143-01
0.618	142-14
1.000	142-03
1.618	141-16
2.618	140-18
4.250	139-02

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	143-16	144-04
PP	143-12	143-25
S1	143-07	143-14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols