ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 144-18 144-21 0-03 0.1% 143-14
High 144-30 144-29 -0-01 0.0% 145-15
Low 144-06 142-06 -2-00 -1.4% 142-06
Close 144-19 142-13 -2-06 -1.5% 142-13
Range 0-24 2-23 1-31 262.5% 3-09
ATR 1-15 1-18 0-03 6.1% 0-00
Volume 335,758 459,768 124,010 36.9% 1,895,169
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 151-10 149-19 143-29
R3 148-19 146-28 143-05
R2 145-28 145-28 142-29
R1 144-05 144-05 142-21 143-21
PP 143-05 143-05 143-05 142-30
S1 141-14 141-14 142-05 140-30
S2 140-14 140-14 141-29
S3 137-23 138-23 141-21
S4 135-00 136-00 140-29
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 153-06 151-03 144-07
R3 149-29 147-26 143-10
R2 146-20 146-20 143-00
R1 144-17 144-17 142-23 143-30
PP 143-11 143-11 143-11 143-02
S1 141-08 141-08 142-03 140-21
S2 140-02 140-02 141-26
S3 136-25 137-31 141-16
S4 133-16 134-22 140-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-15 142-06 3-09 2.3% 1-19 1.1% 7% False True 379,033
10 145-15 140-21 4-26 3.4% 1-19 1.1% 36% False False 361,943
20 145-15 140-21 4-26 3.4% 1-17 1.1% 36% False False 322,547
40 146-11 140-03 6-08 4.4% 1-17 1.1% 37% False False 267,511
60 146-11 139-24 6-19 4.6% 1-19 1.1% 40% False False 221,589
80 146-11 134-22 11-21 8.2% 1-20 1.1% 66% False False 166,331
100 146-12 134-22 11-22 8.2% 1-20 1.1% 66% False False 133,091
120 146-12 133-13 12-31 9.1% 1-13 1.0% 69% False False 110,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 156-15
2.618 152-01
1.618 149-10
1.000 147-20
0.618 146-19
HIGH 144-29
0.618 143-28
0.500 143-18
0.382 143-07
LOW 142-06
0.618 140-16
1.000 139-15
1.618 137-25
2.618 135-02
4.250 130-20
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 143-18 143-26
PP 143-05 143-11
S1 142-25 142-28

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

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