ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 143-05 142-09 -0-28 -0.6% 143-14
High 143-15 142-16 -0-31 -0.7% 145-15
Low 141-27 141-23 -0-04 -0.1% 142-06
Close 142-10 142-07 -0-03 -0.1% 142-13
Range 1-20 0-25 -0-27 -51.9% 3-09
ATR 1-17 1-15 -0-02 -3.5% 0-00
Volume 331,094 313,618 -17,476 -5.3% 1,895,169
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 144-16 144-04 142-21
R3 143-23 143-11 142-14
R2 142-30 142-30 142-12
R1 142-18 142-18 142-09 142-12
PP 142-05 142-05 142-05 142-01
S1 141-25 141-25 142-05 141-18
S2 141-12 141-12 142-02
S3 140-19 141-00 142-00
S4 139-26 140-07 141-25
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
5 144-30 141-23 3-07 2.3% 1-12 1.0% 16% False True 337,589
10 145-15 141-23 3-24 2.6% 1-13 1.0% 13% False True 350,323
20 145-15 140-21 4-26 3.4% 1-15 1.0% 32% False False 331,736
40 146-11 140-21 5-22 4.0% 1-15 1.0% 27% False False 268,068
60 146-11 139-24 6-19 4.6% 1-17 1.1% 37% False False 236,336
80 146-11 134-22 11-21 8.2% 1-20 1.1% 65% False False 177,482
100 146-12 134-22 11-22 8.2% 1-20 1.1% 64% False False 142,014
120 146-12 134-05 12-07 8.6% 1-14 1.0% 66% False False 118,347
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145-26
2.618 144-17
1.618 143-24
1.000 143-09
0.618 142-31
HIGH 142-16
0.618 142-06
0.500 142-04
0.382 142-01
LOW 141-23
0.618 141-08
1.000 140-30
1.618 140-15
2.618 139-22
4.250 138-13
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 142-06 142-20
PP 142-05 142-16
S1 142-04 142-11

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

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