ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 138-04 137-29 -0-07 -0.2% 141-29
High 138-10 137-31 -0-11 -0.2% 142-17
Low 137-02 137-01 -0-01 0.0% 137-01
Close 137-31 137-28 -0-03 -0.1% 137-28
Range 1-08 0-30 -0-10 -25.0% 5-16
ATR 1-11 1-10 -0-01 -2.1% 0-00
Volume 1,664 1,229 -435 -26.1% 14,726
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 140-14 140-03 138-12
R3 139-16 139-05 138-04
R2 138-18 138-18 138-02
R1 138-07 138-07 137-31 137-30
PP 137-20 137-20 137-20 137-15
S1 137-09 137-09 137-25 137-00
S2 136-22 136-22 137-22
S3 135-24 136-11 137-20
S4 134-26 135-13 137-12
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 155-21 152-08 140-29
R3 150-05 146-24 139-12
R2 144-21 144-21 138-28
R1 141-08 141-08 138-12 140-06
PP 139-05 139-05 139-05 138-20
S1 135-24 135-24 137-12 134-22
S2 133-21 133-21 136-28
S3 128-05 130-08 136-12
S4 122-21 124-24 134-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-17 137-01 5-16 4.0% 1-12 1.0% 15% False True 2,945
10 143-23 137-01 6-22 4.9% 1-06 0.9% 13% False True 5,321
20 144-14 137-01 7-13 5.4% 1-06 0.9% 11% False True 143,966
40 145-15 137-01 8-14 6.1% 1-10 1.0% 10% False True 243,073
60 146-03 137-01 9-02 6.6% 1-11 1.0% 9% False True 234,653
80 146-11 137-01 9-10 6.8% 1-14 1.0% 9% False True 238,262
100 146-11 134-22 11-21 8.5% 1-17 1.1% 27% False False 191,073
120 146-11 134-22 11-21 8.5% 1-17 1.1% 27% False False 159,261
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 141-30
2.618 140-14
1.618 139-16
1.000 138-29
0.618 138-18
HIGH 137-31
0.618 137-20
0.500 137-16
0.382 137-12
LOW 137-01
0.618 136-14
1.000 136-03
1.618 135-16
2.618 134-18
4.250 133-02
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 137-24 138-21
PP 137-20 138-13
S1 137-16 138-04

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

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