ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 142-00 141-14 -0-18 -0.4% 144-30
High 142-14 141-25 -0-21 -0.5% 145-13
Low 140-21 140-25 0-04 0.1% 141-24
Close 141-05 141-05 0-00 0.0% 141-28
Range 1-25 1-00 -0-25 -43.9% 3-21
ATR 1-17 1-16 -0-01 -2.5% 0-00
Volume 296,569 263,121 -33,448 -11.3% 1,181,642
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 144-08 143-22 141-23
R3 143-08 142-22 141-14
R2 142-08 142-08 141-11
R1 141-22 141-22 141-08 141-15
PP 141-08 141-08 141-08 141-04
S1 140-22 140-22 141-02 140-15
S2 140-08 140-08 140-31
S3 139-08 139-22 140-28
S4 138-08 138-22 140-19
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 153-31 151-19 143-28
R3 150-10 147-30 142-28
R2 146-21 146-21 142-17
R1 144-09 144-09 142-07 143-20
PP 143-00 143-00 143-00 142-22
S1 140-20 140-20 141-17 140-00
S2 139-11 139-11 141-07
S3 135-22 136-31 140-28
S4 132-01 133-10 139-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-13 140-21 4-24 3.4% 1-16 1.1% 11% False False 293,338
10 145-13 140-21 4-24 3.4% 1-13 1.0% 11% False False 292,852
20 145-13 140-21 4-24 3.4% 1-12 1.0% 11% False False 230,727
40 146-11 139-24 6-19 4.7% 1-18 1.1% 21% False False 250,419
60 146-11 134-22 11-21 8.3% 1-22 1.2% 55% False False 170,733
80 146-11 134-22 11-21 8.3% 1-20 1.2% 55% False False 128,100
100 146-12 134-22 11-22 8.3% 1-17 1.1% 55% False False 102,495
120 146-12 128-05 18-07 12.9% 1-12 1.0% 71% False False 85,414
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 146-01
2.618 144-13
1.618 143-13
1.000 142-25
0.618 142-13
HIGH 141-25
0.618 141-13
0.500 141-09
0.382 141-05
LOW 140-25
0.618 140-05
1.000 139-25
1.618 139-05
2.618 138-05
4.250 136-17
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 141-09 141-26
PP 141-08 141-19
S1 141-06 141-12

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

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