ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 142-27 143-28 1-01 0.7% 143-30
High 144-06 144-07 0-01 0.0% 143-31
Low 142-22 143-13 0-23 0.5% 141-10
Close 144-00 143-18 -0-14 -0.3% 143-01
Range 1-16 0-26 -0-22 -45.8% 2-21
ATR 1-18 1-16 -0-02 -3.4% 0-00
Volume 294,399 324,863 30,464 10.3% 1,021,567
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 146-05 145-22 144-00
R3 145-11 144-28 143-25
R2 144-17 144-17 143-23
R1 144-02 144-02 143-20 143-28
PP 143-23 143-23 143-23 143-21
S1 143-08 143-08 143-16 143-02
S2 142-29 142-29 143-13
S3 142-03 142-14 143-11
S4 141-09 141-20 143-04
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
5 144-07 141-10 2-29 2.0% 1-11 0.9% 77% True False 265,582
10 145-08 141-10 3-30 2.7% 1-08 0.9% 57% False False 226,247
20 146-11 141-10 5-01 3.5% 1-13 1.0% 45% False False 209,575
40 146-11 139-24 6-19 4.6% 1-18 1.1% 58% False False 204,055
60 146-11 134-22 11-21 8.1% 1-21 1.2% 76% False False 136,379
80 146-12 134-22 11-22 8.1% 1-21 1.2% 76% False False 102,323
100 146-12 134-05 12-07 8.5% 1-15 1.0% 77% False False 81,862
120 146-12 122-03 24-09 16.9% 1-10 0.9% 88% False False 68,220
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 147-22
2.618 146-11
1.618 145-17
1.000 145-01
0.618 144-23
HIGH 144-07
0.618 143-29
0.500 143-26
0.382 143-23
LOW 143-13
0.618 142-29
1.000 142-19
1.618 142-03
2.618 141-09
4.250 139-30
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 143-26 143-13
PP 143-23 143-09
S1 143-21 143-04

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

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