ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 144-14 145-12 0-30 0.6% 142-00
High 145-15 145-13 -0-02 0.0% 143-18
Low 143-28 144-08 0-12 0.3% 140-21
Close 145-14 144-11 -1-03 -0.8% 143-14
Range 1-19 1-05 -0-14 -27.5% 2-29
ATR 1-18 1-17 -0-01 -1.7% 0-00
Volume 397,090 372,251 -24,839 -6.3% 1,724,261
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 148-04 147-13 144-31
R3 146-31 146-08 144-21
R2 145-26 145-26 144-18
R1 145-03 145-03 144-14 144-28
PP 144-21 144-21 144-21 144-18
S1 143-30 143-30 144-08 143-23
S2 143-16 143-16 144-04
S3 142-11 142-25 144-01
S4 141-06 141-20 143-23
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 151-09 150-08 145-01
R3 148-12 147-11 144-08
R2 145-15 145-15 143-31
R1 144-14 144-14 143-23 144-30
PP 142-18 142-18 142-18 142-26
S1 141-17 141-17 143-05 142-02
S2 139-21 139-21 142-29
S3 136-24 138-20 142-20
S4 133-27 135-23 141-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-15 141-23 3-24 2.6% 1-14 1.0% 70% False False 363,056
10 145-15 140-21 4-26 3.3% 1-19 1.1% 77% False False 346,558
20 145-15 140-21 4-26 3.3% 1-16 1.0% 77% False False 309,948
40 146-11 140-03 6-08 4.3% 1-17 1.1% 68% False False 260,351
60 146-11 139-16 6-27 4.7% 1-19 1.1% 71% False False 208,355
80 146-11 134-22 11-21 8.1% 1-20 1.1% 83% False False 156,391
100 146-12 134-22 11-22 8.1% 1-19 1.1% 83% False False 125,136
120 146-12 132-24 13-20 9.4% 1-13 1.0% 85% False False 104,282
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 150-10
2.618 148-14
1.618 147-09
1.000 146-18
0.618 146-04
HIGH 145-13
0.618 144-31
0.500 144-26
0.382 144-22
LOW 144-08
0.618 143-17
1.000 143-03
1.618 142-12
2.618 141-07
4.250 139-11
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 144-26 144-14
PP 144-21 144-13
S1 144-16 144-12

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

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