ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 141-05 140-00 -1-05 -0.8% 141-27
High 141-05 141-19 0-14 0.3% 142-08
Low 140-25 140-00 -0-25 -0.6% 140-00
Close 140-27 141-19 0-24 0.5% 141-19
Range 0-12 1-19 1-07 325.0% 2-08
ATR 1-06 1-07 0-01 2.6% 0-00
Volume 16 9 -7 -43.8% 60
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 145-27 145-10 142-15
R3 144-08 143-23 142-01
R2 142-21 142-21 141-28
R1 142-04 142-04 141-24 142-12
PP 141-02 141-02 141-02 141-06
S1 140-17 140-17 141-14 140-26
S2 139-15 139-15 141-10
S3 137-28 138-30 141-05
S4 136-09 137-11 140-23
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 148-01 147-02 142-27
R3 145-25 144-26 142-07
R2 143-17 143-17 142-00
R1 142-18 142-18 141-26 141-30
PP 141-09 141-09 141-09 140-31
S1 140-10 140-10 141-12 139-22
S2 139-01 139-01 141-06
S3 136-25 138-02 140-31
S4 134-17 135-26 140-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-25 140-00 3-25 2.7% 0-26 0.6% 42% False True 19
10 143-25 140-00 3-25 2.7% 0-28 0.6% 42% False True 24
20 144-23 139-17 5-06 3.7% 1-01 0.7% 40% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 148-12
2.618 145-25
1.618 144-06
1.000 143-06
0.618 142-19
HIGH 141-19
0.618 141-00
0.500 140-26
0.382 140-19
LOW 140-00
0.618 139-00
1.000 138-13
1.618 137-13
2.618 135-26
4.250 133-07
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 141-10 141-12
PP 141-02 141-06
S1 140-26 140-31

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

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