ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 141-27 141-28 0-01 0.0% 143-30
High 142-01 141-28 -0-05 -0.1% 144-23
Low 141-27 140-17 -1-10 -0.9% 140-17
Close 142-01 140-18 -1-15 -1.0% 140-18
Range 0-06 1-11 1-05 616.7% 4-06
ATR 1-07 1-08 0-01 1.5% 0-00
Volume 22 7 -15 -68.2% 88
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 145-01 144-04 141-10
R3 143-22 142-25 140-30
R2 142-11 142-11 140-26
R1 141-14 141-14 140-22 141-07
PP 141-00 141-00 141-00 140-28
S1 140-03 140-03 140-14 139-28
S2 139-21 139-21 140-10
S3 138-10 138-24 140-06
S4 136-31 137-13 139-26
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 154-16 151-23 142-28
R3 150-10 147-17 141-23
R2 146-04 146-04 141-11
R1 143-11 143-11 140-30 142-20
PP 141-30 141-30 141-30 141-19
S1 139-05 139-05 140-06 138-14
S2 137-24 137-24 139-25
S3 133-18 134-31 139-13
S4 129-12 130-25 138-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-23 140-17 4-06 3.0% 1-01 0.7% 1% False True 17
10 144-23 140-03 4-20 3.3% 1-00 0.7% 10% False False 47
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
4.250 147-19
2.618 145-13
1.618 144-02
1.000 143-07
0.618 142-23
HIGH 141-28
0.618 141-12
0.500 141-06
0.382 141-01
LOW 140-17
0.618 139-22
1.000 139-06
1.618 138-11
2.618 137-00
4.250 134-26
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 141-06 141-20
PP 141-00 141-09
S1 140-25 140-29

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

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