ECBOT 30 Year Treasury Bond Future March 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	142-04	143-12	1-08	0.9%	143-01
High	143-23	143-12	-0-11	-0.2%	144-14
Low	142-04	142-24	0-20	0.4%	141-17
Close	143-14	142-30	-0-16	-0.3%	142-21
Range	1-19	0-20	-0-31	-60.8%	2-29
ATR	1-10	1-09	-0-01	-3.4%	0-00
Volume	5,291	13,284	7,993	151.1%	1,240,621

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-29	144-17	143-09
R3	144-09	143-29	143-04
R2	143-21	143-21	143-02
R1	143-09	143-09	143-00	143-05
PP	143-01	143-01	143-01	142-30
S1	142-21	142-21	142-28	142-17
S2	142-13	142-13	142-26
S3	141-25	142-01	142-24
S4	141-05	141-13	142-19

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	143-23	141-17	2-06	1.5%	1-05	0.8%	64%	False	False	20,524
10	144-14	141-17	2-29	2.0%	1-05	0.8%	48%	False	False	201,208
20	144-14	140-23	3-23	2.6%	1-06	0.8%	60%	False	False	260,020
40	145-15	140-21	4-26	3.4%	1-11	0.9%	47%	False	False	294,186
60	146-11	140-21	5-22	4.0%	1-13	1.0%	40%	False	False	264,717
80	146-11	139-24	6-19	4.6%	1-15	1.0%	48%	False	False	238,368
100	146-11	134-22	11-21	8.2%	1-17	1.1%	71%	False	False	190,855
120	146-12	134-22	11-22	8.2%	1-18	1.1%	71%	False	False	159,069

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	146-01
2.618	145-00
1.618	144-12
1.000	144-00
0.618	143-24
HIGH	143-12
0.618	143-04
0.500	143-02
0.382	143-00
LOW	142-24
0.618	142-12
1.000	142-04
1.618	141-24
2.618	141-04
4.250	140-03

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	143-02	142-30
PP	143-01	142-30
S1	142-31	142-30

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols