ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 141-11 142-21 1-10 0.9% 143-30
High 143-04 143-08 0-04 0.1% 144-23
Low 141-11 142-07 0-28 0.6% 140-17
Close 143-03 143-02 -0-01 0.0% 140-18
Range 1-25 1-01 -0-24 -42.1% 4-06
ATR 1-08 1-08 -0-01 -1.3% 0-00
Volume 5 31 26 520.0% 88
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 145-30 145-17 143-20
R3 144-29 144-16 143-11
R2 143-28 143-28 143-08
R1 143-15 143-15 143-05 143-22
PP 142-27 142-27 142-27 142-30
S1 142-14 142-14 142-31 142-20
S2 141-26 141-26 142-28
S3 140-25 141-13 142-25
S4 139-24 140-12 142-16
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
5 143-08 140-17 2-23 1.9% 0-31 0.7% 93% True False 28
10 144-23 140-17 4-06 2.9% 1-02 0.7% 60% False False 22
Crabel Price Patterns
NR True
NR4 False
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 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147-20
2.618 145-30
1.618 144-29
1.000 144-09
0.618 143-28
HIGH 143-08
0.618 142-27
0.500 142-24
0.382 142-20
LOW 142-07
0.618 141-19
1.000 141-06
1.618 140-18
2.618 139-17
4.250 137-27
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 142-30 142-22
PP 142-27 142-10
S1 142-24 141-30

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

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