ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 142-21 141-27 -0-26 -0.6% 140-23
High 142-23 142-01 -0-22 -0.5% 144-03
Low 141-20 141-27 0-07 0.2% 140-03
Close 141-26 142-01 0-07 0.2% 143-27
Range 1-03 0-06 -0-29 -82.9% 4-00
ATR 1-10 1-07 -0-02 -6.0% 0-00
Volume 16 22 6 37.5% 387
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 142-17 142-15 142-04
R3 142-11 142-09 142-03
R2 142-05 142-05 142-02
R1 142-03 142-03 142-02 142-04
PP 141-31 141-31 141-31 142-00
S1 141-29 141-29 142-00 141-30
S2 141-25 141-25 142-00
S3 141-19 141-23 141-31
S4 141-13 141-17 141-30
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% 1-01 0.7% 13% False False 20
10 144-23 139-22 5-01 3.5% 1-01 0.7% 47% False False 74
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 142-26
2.618 142-17
1.618 142-11
1.000 142-07
0.618 142-05
HIGH 142-01
0.618 141-31
0.500 141-30
0.382 141-29
LOW 141-27
0.618 141-23
1.000 141-21
1.618 141-17
2.618 141-11
4.250 141-02
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 142-00 142-26
PP 141-31 142-18
S1 141-30 142-09

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

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