ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 143-28 143-21 -0-07 -0.2% 142-31
High 144-07 145-11 1-04 0.8% 145-11
Low 143-13 143-15 0-02 0.0% 142-01
Close 143-18 145-00 1-14 1.0% 145-00
Range 0-26 1-28 1-02 130.8% 3-10
ATR 1-16 1-17 0-01 1.8% 0-00
Volume 324,863 321,967 -2,896 -0.9% 1,365,296
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 150-07 149-16 146-01
R3 148-11 147-20 145-16
R2 146-15 146-15 145-11
R1 145-24 145-24 145-06 146-04
PP 144-19 144-19 144-19 144-25
S1 143-28 143-28 144-26 144-08
S2 142-23 142-23 144-21
S3 140-27 142-00 144-16
S4 138-31 140-04 143-31
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 154-02 152-27 146-26
R3 150-24 149-17 145-29
R2 147-14 147-14 145-19
R1 146-07 146-07 145-10 146-26
PP 144-04 144-04 144-04 144-14
S1 142-29 142-29 144-22 143-16
S2 140-26 140-26 144-13
S3 137-16 139-19 144-03
S4 134-06 136-09 143-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-11 142-01 3-10 2.3% 1-10 0.9% 90% True False 273,059
10 145-11 141-10 4-01 2.8% 1-11 0.9% 91% True False 248,819
20 146-11 141-10 5-01 3.5% 1-13 1.0% 73% False False 208,294
40 146-11 139-24 6-19 4.5% 1-18 1.1% 80% False False 211,979
60 146-11 134-22 11-21 8.0% 1-21 1.1% 88% False False 141,742
80 146-12 134-22 11-22 8.1% 1-22 1.2% 88% False False 106,346
100 146-12 134-05 12-07 8.4% 1-15 1.0% 89% False False 85,082
120 146-12 122-13 23-31 16.5% 1-11 0.9% 94% False False 70,903
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 0-13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 153-10
2.618 150-08
1.618 148-12
1.000 147-07
0.618 146-16
HIGH 145-11
0.618 144-20
0.500 144-13
0.382 144-06
LOW 143-15
0.618 142-10
1.000 141-19
1.618 140-14
2.618 138-18
4.250 135-16
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 144-26 144-22
PP 144-19 144-11
S1 144-13 144-00

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

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