ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 143-08 142-25 -0-15 -0.3% 140-23
High 143-16 144-03 0-19 0.4% 144-03
Low 142-23 142-24 0-01 0.0% 140-03
Close 142-23 143-27 1-04 0.8% 143-27
Range 0-25 1-11 0-18 72.0% 4-00
ATR
Volume 5 23 18 360.0% 387
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 147-19 147-02 144-19
R3 146-08 145-23 144-07
R2 144-29 144-29 144-03
R1 144-12 144-12 143-31 144-20
PP 143-18 143-18 143-18 143-22
S1 143-01 143-01 143-23 143-10
S2 142-07 142-07 143-19
S3 140-28 141-22 143-15
S4 139-17 140-11 143-03
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 154-22 153-08 146-01
R3 150-22 149-08 144-30
R2 146-22 146-22 144-18
R1 145-08 145-08 144-07 145-31
PP 142-22 142-22 142-22 143-01
S1 141-08 141-08 143-15 141-31
S2 138-22 138-22 143-04
S3 134-22 137-08 142-24
S4 130-22 133-08 141-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-03 140-03 4-00 2.8% 1-00 0.7% 94% True False 77
10 144-03 139-11 4-24 3.3% 1-00 0.7% 95% True False 119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-02
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149-26
2.618 147-20
1.618 146-09
1.000 145-14
0.618 144-30
HIGH 144-03
0.618 143-19
0.500 143-14
0.382 143-08
LOW 142-24
0.618 141-29
1.000 141-13
1.618 140-18
2.618 139-07
4.250 137-01
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 143-22 143-18
PP 143-18 143-10
S1 143-14 143-02

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

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