ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 144-30 145-03 0-05 0.1% 142-31
High 145-10 145-13 0-03 0.1% 145-11
Low 144-05 144-02 -0-03 -0.1% 142-01
Close 145-05 144-06 -0-31 -0.7% 145-00
Range 1-05 1-11 0-06 16.2% 3-10
ATR 1-16 1-16 0-00 -0.7% 0-00
Volume 274,638 265,327 -9,311 -3.4% 1,365,296
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 148-19 147-23 144-30
R3 147-08 146-12 144-18
R2 145-29 145-29 144-14
R1 145-01 145-01 144-10 144-26
PP 144-18 144-18 144-18 144-14
S1 143-22 143-22 144-02 143-14
S2 143-07 143-07 143-30
S3 141-28 142-11 143-26
S4 140-17 141-00 143-14
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
5 145-13 142-22 2-23 1.9% 1-11 0.9% 55% True False 296,238
10 145-13 141-10 4-03 2.8% 1-13 1.0% 70% True False 273,338
20 146-11 141-10 5-01 3.5% 1-12 0.9% 57% False False 209,715
40 146-11 139-24 6-19 4.6% 1-18 1.1% 67% False False 225,115
60 146-11 134-22 11-21 8.1% 1-21 1.2% 82% False False 150,721
80 146-12 134-22 11-22 8.1% 1-21 1.1% 81% False False 113,093
100 146-12 134-05 12-07 8.5% 1-16 1.0% 82% False False 90,481
120 146-12 123-04 23-08 16.1% 1-12 0.9% 91% False False 75,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 151-04
2.618 148-30
1.618 147-19
1.000 146-24
0.618 146-08
HIGH 145-13
0.618 144-29
0.500 144-24
0.382 144-18
LOW 144-02
0.618 143-07
1.000 142-23
1.618 141-28
2.618 140-17
4.250 138-11
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 144-24 144-14
PP 144-18 144-11
S1 144-12 144-09

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

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