ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 142-20 142-07 -0-13 -0.3% 143-30
High 143-09 143-08 -0-01 0.0% 143-31
Low 141-29 141-10 -0-19 -0.4% 141-10
Close 142-09 143-01 0-24 0.5% 143-01
Range 1-12 1-30 0-18 40.9% 2-21
ATR 1-19 1-19 0-01 1.6% 0-00
Volume 301,052 284,584 -16,468 -5.5% 1,021,567
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 148-11 147-20 144-03
R3 146-13 145-22 143-18
R2 144-15 144-15 143-12
R1 143-24 143-24 143-07 144-04
PP 142-17 142-17 142-17 142-23
S1 141-26 141-26 142-27 142-06
S2 140-19 140-19 142-22
S3 138-21 139-28 142-16
S4 136-23 137-30 141-31
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 150-24 149-17 144-16
R3 148-03 146-28 143-24
R2 145-14 145-14 143-17
R1 144-07 144-07 143-09 143-16
PP 142-25 142-25 142-25 142-13
S1 141-18 141-18 142-25 140-27
S2 140-04 140-04 142-17
S3 137-15 138-29 142-10
S4 134-26 136-08 141-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-08 141-10 3-30 2.8% 1-12 1.0% 44% False True 224,579
10 145-08 141-10 3-30 2.8% 1-10 0.9% 44% False True 165,099
20 146-11 140-14 5-29 4.1% 1-18 1.1% 44% False False 213,002
40 146-11 139-24 6-19 4.6% 1-20 1.1% 50% False False 178,178
60 146-11 134-22 11-21 8.1% 1-22 1.2% 72% False False 119,000
80 146-12 134-22 11-22 8.2% 1-21 1.2% 71% False False 89,284
100 146-12 134-05 12-07 8.5% 1-13 1.0% 73% False False 71,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 151-16
2.618 148-10
1.618 146-12
1.000 145-06
0.618 144-14
HIGH 143-08
0.618 142-16
0.500 142-09
0.382 142-02
LOW 141-10
0.618 140-04
1.000 139-12
1.618 138-06
2.618 136-08
4.250 133-02
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 142-25 142-27
PP 142-17 142-22
S1 142-09 142-16

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

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