ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 142-01 142-22 0-21 0.5% 143-01
High 143-02 143-02 0-00 0.0% 144-14
Low 141-30 142-06 0-08 0.2% 141-17
Close 142-21 142-11 -0-10 -0.2% 142-21
Range 1-04 0-28 -0-08 -22.2% 2-29
ATR 1-10 1-09 -0-01 -2.4% 0-00
Volume 15,951 10,735 -5,216 -32.7% 1,240,621
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 145-05 144-20 142-26
R3 144-09 143-24 142-19
R2 143-13 143-13 142-16
R1 142-28 142-28 142-14 142-22
PP 142-17 142-17 142-17 142-14
S1 142-00 142-00 142-08 141-26
S2 141-21 141-21 142-06
S3 140-25 141-04 142-03
S4 139-29 140-08 141-28
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 151-19 150-01 144-08
R3 148-22 147-04 143-15
R2 145-25 145-25 143-06
R1 144-07 144-07 142-30 143-18
PP 142-28 142-28 142-28 142-17
S1 141-10 141-10 142-12 140-20
S2 139-31 139-31 142-04
S3 137-02 138-13 141-27
S4 134-05 135-16 141-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-14 141-17 2-29 2.0% 1-07 0.9% 28% False False 147,178
10 144-14 140-31 3-15 2.4% 1-06 0.8% 40% False False 260,187
20 144-14 140-23 3-23 2.6% 1-07 0.9% 44% False False 288,031
40 145-15 140-21 4-26 3.4% 1-12 1.0% 35% False False 305,289
60 146-11 140-03 6-08 4.4% 1-14 1.0% 36% False False 274,351
80 146-11 139-24 6-19 4.6% 1-16 1.0% 39% False False 238,200
100 146-11 134-22 11-21 8.2% 1-17 1.1% 66% False False 190,671
120 146-12 134-22 11-22 8.2% 1-17 1.1% 66% False False 158,915
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 146-25
2.618 145-11
1.618 144-15
1.000 143-30
0.618 143-19
HIGH 143-02
0.618 142-23
0.500 142-20
0.382 142-17
LOW 142-06
0.618 141-21
1.000 141-10
1.618 140-25
2.618 139-29
4.250 138-15
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 142-20 142-11
PP 142-17 142-10
S1 142-14 142-10

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

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