ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 141-03 142-05 1-02 0.8% 140-22
High 142-03 143-19 1-16 1.1% 142-03
Low 141-03 142-05 1-02 0.8% 139-11
Close 142-00 143-06 1-06 0.8% 142-00
Range 1-00 1-14 0-14 43.8% 2-24
ATR 1-06 1-07 0-01 2.4% 0-00
Volume 242 708 466 192.6% 1,147
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 147-09 146-22 143-31
R3 145-27 145-08 143-19
R2 144-13 144-13 143-14
R1 143-26 143-26 143-10 144-04
PP 142-31 142-31 142-31 143-04
S1 142-12 142-12 143-02 142-22
S2 141-17 141-17 142-30
S3 140-03 140-30 142-25
S4 138-21 139-16 142-13
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 149-13 148-14 143-16
R3 146-21 145-22 142-24
R2 143-29 143-29 142-16
R1 142-30 142-30 142-08 143-14
PP 141-05 141-05 141-05 141-12
S1 140-06 140-06 141-24 140-22
S2 138-13 138-13 141-16
S3 135-21 137-14 141-08
S4 132-29 134-22 140-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-19 139-19 4-00 2.8% 1-09 0.9% 90% True False 341
10 143-28 139-11 4-17 3.2% 1-09 0.9% 85% False False 337
20 143-28 139-11 4-17 3.2% 1-01 0.7% 85% False False 279
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 0-03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 149-22
2.618 147-11
1.618 145-29
1.000 145-01
0.618 144-15
HIGH 143-19
0.618 143-01
0.500 142-28
0.382 142-23
LOW 142-05
0.618 141-09
1.000 140-23
1.618 139-27
2.618 138-13
4.250 136-02
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 143-03 142-26
PP 142-31 142-14
S1 142-28 142-02

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

View Archives - Comment on this page... - Back to Index of Symbols