ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 143-12 142-15 -0-29 -0.6% 142-10
High 143-23 142-16 -1-07 -0.8% 143-27
Low 141-30 141-22 -0-08 -0.2% 141-22
Close 142-09 142-03 -0-06 -0.1% 142-03
Range 1-25 0-26 -0-31 -54.4% 2-05
ATR 1-14 1-13 -0-01 -3.1% 0-00
Volume 375,737 234,978 -140,759 -37.5% 1,544,988
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 144-17 144-04 142-17
R3 143-23 143-10 142-10
R2 142-29 142-29 142-08
R1 142-16 142-16 142-05 142-10
PP 142-03 142-03 142-03 142-00
S1 141-22 141-22 142-01 141-16
S2 141-09 141-09 141-30
S3 140-15 140-28 141-28
S4 139-21 140-02 141-21
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 149-00 147-23 143-09
R3 146-27 145-18 142-22
R2 144-22 144-22 142-16
R1 143-13 143-13 142-09 142-31
PP 142-17 142-17 142-17 142-10
S1 141-08 141-08 141-29 140-26
S2 140-12 140-12 141-22
S3 138-07 139-03 141-16
S4 136-02 136-30 140-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-27 141-22 2-05 1.5% 1-05 0.8% 19% False True 308,997
10 143-27 140-23 3-04 2.2% 1-08 0.9% 44% False False 315,876
20 145-15 140-21 4-26 3.4% 1-13 1.0% 30% False False 338,909
40 145-15 140-21 4-26 3.4% 1-12 1.0% 30% False False 279,758
60 146-11 139-24 6-19 4.6% 1-17 1.1% 36% False False 273,311
80 146-11 134-22 11-21 8.2% 1-20 1.1% 64% False False 205,785
100 146-11 134-22 11-21 8.2% 1-19 1.1% 64% False False 164,668
120 146-12 134-05 12-07 8.6% 1-16 1.1% 65% False False 137,233
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-09
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 145-30
2.618 144-20
1.618 143-26
1.000 143-10
0.618 143-00
HIGH 142-16
0.618 142-06
0.500 142-03
0.382 142-00
LOW 141-22
0.618 141-06
1.000 140-28
1.618 140-12
2.618 139-18
4.250 138-08
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 142-03 142-24
PP 142-03 142-17
S1 142-03 142-10

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

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