ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 143-21 144-30 1-09 0.9% 142-31
High 145-11 145-10 -0-01 0.0% 145-11
Low 143-15 144-05 0-22 0.5% 142-01
Close 145-00 145-05 0-05 0.1% 145-00
Range 1-28 1-05 -0-23 -38.3% 3-10
ATR 1-17 1-16 -0-01 -1.7% 0-00
Volume 321,967 274,638 -47,329 -14.7% 1,365,296
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 148-11 147-29 145-25
R3 147-06 146-24 145-15
R2 146-01 146-01 145-12
R1 145-19 145-19 145-08 145-26
PP 144-28 144-28 144-28 145-00
S1 144-14 144-14 145-02 144-21
S2 143-23 143-23 144-30
S3 142-18 143-09 144-27
S4 141-13 142-04 144-17
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% 94% False False 292,366
10 145-11 141-10 4-01 2.8% 1-12 0.9% 95% False False 266,150
20 146-11 141-10 5-01 3.5% 1-12 1.0% 76% False False 208,867
40 146-11 139-24 6-19 4.5% 1-18 1.1% 82% False False 218,707
60 146-11 134-22 11-21 8.0% 1-21 1.1% 90% False False 146,308
80 146-12 134-22 11-22 8.1% 1-21 1.2% 90% False False 109,778
100 146-12 134-05 12-07 8.4% 1-16 1.0% 90% False False 87,828
120 146-12 122-13 23-31 16.5% 1-11 0.9% 95% False False 73,191
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150-07
2.618 148-11
1.618 147-06
1.000 146-15
0.618 146-01
HIGH 145-10
0.618 144-28
0.500 144-24
0.382 144-19
LOW 144-05
0.618 143-14
1.000 143-00
1.618 142-09
2.618 141-04
4.250 139-08
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 145-00 144-29
PP 144-28 144-20
S1 144-24 144-12

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

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