ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 142-03 141-21 -0-14 -0.3% 142-28
High 142-13 142-31 0-18 0.4% 143-17
Low 140-23 141-20 0-29 0.6% 140-23
Close 141-17 142-25 1-08 0.9% 142-25
Range 1-22 1-11 -0-11 -20.4% 2-26
ATR 1-16 1-16 0-00 -0.3% 0-00
Volume 416,007 305,349 -110,658 -26.6% 1,613,777
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 146-16 145-31 143-17
R3 145-05 144-20 143-05
R2 143-26 143-26 143-01
R1 143-09 143-09 142-29 143-18
PP 142-15 142-15 142-15 142-19
S1 141-30 141-30 142-21 142-06
S2 141-04 141-04 142-17
S3 139-25 140-19 142-13
S4 138-14 139-08 142-01
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 150-25 149-19 144-10
R3 147-31 146-25 143-18
R2 145-05 145-05 143-10
R1 143-31 143-31 143-01 143-05
PP 142-11 142-11 142-11 141-30
S1 141-05 141-05 142-17 140-11
S2 139-17 139-17 142-08
S3 136-23 138-11 142-00
S4 133-29 135-17 141-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-17 140-23 2-26 2.0% 1-10 0.9% 73% False False 322,755
10 145-15 140-23 4-24 3.3% 1-14 1.0% 43% False False 350,894
20 145-15 140-21 4-26 3.4% 1-16 1.1% 44% False False 336,840
40 146-11 140-21 5-22 4.0% 1-15 1.0% 37% False False 273,207
60 146-11 139-24 6-19 4.6% 1-17 1.1% 46% False False 248,316
80 146-11 134-22 11-21 8.2% 1-20 1.1% 69% False False 186,494
100 146-12 134-22 11-22 8.2% 1-20 1.1% 69% False False 149,226
120 146-12 134-05 12-07 8.6% 1-15 1.0% 71% False False 124,358
Crabel Price Patterns
NR True
NR4 False
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-22
2.618 146-16
1.618 145-05
1.000 144-10
0.618 143-26
HIGH 142-31
0.618 142-15
0.500 142-10
0.382 142-04
LOW 141-20
0.618 140-25
1.000 140-09
1.618 139-14
2.618 138-03
4.250 135-29
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 142-20 142-15
PP 142-15 142-05
S1 142-10 141-27

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

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