ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 142-31 142-24 -0-07 -0.2% 143-30
High 143-24 143-06 -0-18 -0.4% 143-31
Low 142-16 142-01 -0-15 -0.3% 141-10
Close 142-29 142-27 -0-02 0.0% 143-01
Range 1-08 1-05 -0-03 -7.5% 2-21
ATR 1-19 1-18 -0-01 -1.9% 0-00
Volume 178,104 245,963 67,859 38.1% 1,021,567
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 146-05 145-21 143-15
R3 145-00 144-16 143-05
R2 143-27 143-27 143-02
R1 143-11 143-11 142-30 143-19
PP 142-22 142-22 142-22 142-26
S1 142-06 142-06 142-24 142-14
S2 141-17 141-17 142-20
S3 140-12 141-01 142-17
S4 139-07 139-28 142-07
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
5 143-24 141-10 2-14 1.7% 1-15 1.0% 63% False False 250,437
10 145-08 141-10 3-30 2.8% 1-09 0.9% 39% False False 180,642
20 146-11 140-25 5-18 3.9% 1-15 1.0% 37% False False 204,401
40 146-11 139-24 6-19 4.6% 1-18 1.1% 47% False False 188,637
60 146-11 134-22 11-21 8.2% 1-22 1.2% 70% False False 126,065
80 146-12 134-22 11-22 8.2% 1-21 1.2% 70% False False 94,584
100 146-12 134-05 12-07 8.6% 1-14 1.0% 71% False False 75,670
120 146-12 122-03 24-09 17.0% 1-10 0.9% 85% False False 63,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 148-03
2.618 146-07
1.618 145-02
1.000 144-11
0.618 143-29
HIGH 143-06
0.618 142-24
0.500 142-20
0.382 142-15
LOW 142-01
0.618 141-10
1.000 140-28
1.618 140-05
2.618 139-00
4.250 137-04
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 142-24 142-24
PP 142-22 142-20
S1 142-20 142-17

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

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