ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 144-00 142-21 -1-11 -0.9% 140-23
High 144-00 142-23 -1-09 -0.9% 144-03
Low 142-21 141-20 -1-01 -0.7% 140-03
Close 142-21 141-26 -0-27 -0.6% 143-27
Range 1-11 1-03 -0-08 -18.6% 4-00
ATR 1-10 1-10 -0-01 -1.3% 0-00
Volume 9 16 7 77.8% 387
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 145-11 144-21 142-13
R3 144-08 143-18 142-04
R2 143-05 143-05 142-00
R1 142-15 142-15 141-29 142-08
PP 142-02 142-02 142-02 141-30
S1 141-12 141-12 141-23 141-06
S2 140-31 140-31 141-20
S3 139-28 140-09 141-16
S4 138-25 139-06 141-07
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
5 144-23 141-20 3-03 2.2% 1-05 0.8% 6% False True 17
10 144-23 139-17 5-06 3.7% 1-06 0.8% 44% False False 85
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 0-02
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 147-12
2.618 145-19
1.618 144-16
1.000 143-26
0.618 143-13
HIGH 142-23
0.618 142-10
0.500 142-06
0.382 142-01
LOW 141-20
0.618 140-30
1.000 140-17
1.618 139-27
2.618 138-24
4.250 136-31
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 142-06 143-06
PP 142-02 142-23
S1 141-30 142-08

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

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