ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 142-22 142-04 -0-18 -0.4% 143-01
High 143-02 143-23 0-21 0.5% 144-14
Low 142-06 142-04 -0-02 0.0% 141-17
Close 142-11 143-14 1-03 0.8% 142-21
Range 0-28 1-19 0-23 82.1% 2-29
ATR 1-09 1-10 0-01 1.7% 0-00
Volume 10,735 5,291 -5,444 -50.7% 1,240,621
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 147-28 147-08 144-10
R3 146-09 145-21 143-28
R2 144-22 144-22 143-23
R1 144-02 144-02 143-19 144-12
PP 143-03 143-03 143-03 143-08
S1 142-15 142-15 143-09 142-25
S2 141-16 141-16 143-05
S3 139-29 140-28 143-00
S4 138-10 139-09 142-18
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
5 144-04 141-17 2-19 1.8% 1-11 0.9% 73% False False 42,210
10 144-14 141-00 3-14 2.4% 1-08 0.9% 71% False False 231,893
20 144-14 140-23 3-23 2.6% 1-08 0.9% 73% False False 275,910
40 145-15 140-21 4-26 3.4% 1-11 0.9% 58% False False 298,307
60 146-11 140-14 5-29 4.1% 1-14 1.0% 51% False False 269,872
80 146-11 139-24 6-19 4.6% 1-16 1.0% 56% False False 238,243
100 146-11 134-22 11-21 8.1% 1-18 1.1% 75% False False 190,723
120 146-12 134-22 11-22 8.1% 1-18 1.1% 75% False False 158,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 150-16
2.618 147-29
1.618 146-10
1.000 145-10
0.618 144-23
HIGH 143-23
0.618 143-04
0.500 142-30
0.382 142-23
LOW 142-04
0.618 141-04
1.000 140-17
1.618 139-17
2.618 137-30
4.250 135-11
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 143-08 143-08
PP 143-03 143-01
S1 142-30 142-26

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

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