ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 140-07 138-04 -2-03 -1.5% 142-22
High 140-09 138-10 -1-31 -1.4% 143-23
Low 137-29 137-02 -0-27 -0.6% 141-10
Close 138-02 137-31 -0-03 -0.1% 141-24
Range 2-12 1-08 -1-04 -47.4% 2-13
ATR 1-11 1-11 0-00 -0.5% 0-00
Volume 4,690 1,664 -3,026 -64.5% 38,486
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 141-17 141-00 138-21
R3 140-09 139-24 138-10
R2 139-01 139-01 138-06
R1 138-16 138-16 138-03 138-04
PP 137-25 137-25 137-25 137-19
S1 137-08 137-08 137-27 136-28
S2 136-17 136-17 137-24
S3 135-09 136-00 137-20
S4 134-01 134-24 137-09
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 149-15 148-01 143-02
R3 147-02 145-20 142-13
R2 144-21 144-21 142-06
R1 143-07 143-07 141-31 142-24
PP 142-08 142-08 142-08 142-01
S1 140-26 140-26 141-17 140-10
S2 139-27 139-27 141-10
S3 137-14 138-13 141-03
S4 135-01 136-00 140-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-17 137-02 5-15 4.0% 1-12 1.0% 17% False True 3,573
10 143-23 137-02 6-21 4.8% 1-07 0.9% 14% False True 6,793
20 144-14 137-02 7-12 5.3% 1-07 0.9% 12% False True 162,691
40 145-15 137-02 8-13 6.1% 1-11 1.0% 11% False True 251,574
60 146-11 137-02 9-09 6.7% 1-11 1.0% 10% False True 237,621
80 146-11 137-02 9-09 6.7% 1-14 1.0% 10% False True 238,344
100 146-11 134-22 11-21 8.4% 1-17 1.1% 28% False False 191,063
120 146-12 134-22 11-22 8.5% 1-17 1.1% 28% False False 159,253
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 0-03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143-20
2.618 141-19
1.618 140-11
1.000 139-18
0.618 139-03
HIGH 138-10
0.618 137-27
0.500 137-22
0.382 137-17
LOW 137-02
0.618 136-09
1.000 135-26
1.618 135-01
2.618 133-25
4.250 131-24
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 137-28 139-16
PP 137-25 139-00
S1 137-22 138-16

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

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