ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 142-05 142-31 0-26 0.6% 140-22
High 143-19 144-00 0-13 0.3% 142-03
Low 142-05 142-20 0-15 0.3% 139-11
Close 143-06 144-00 0-26 0.6% 142-00
Range 1-14 1-12 -0-02 -4.3% 2-24
ATR 1-07 1-08 0-00 0.9% 0-00
Volume 708 4,121 3,413 482.1% 1,147
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 147-21 147-07 144-24
R3 146-09 145-27 144-12
R2 144-29 144-29 144-08
R1 144-15 144-15 144-04 144-22
PP 143-17 143-17 143-17 143-21
S1 143-03 143-03 143-28 143-10
S2 142-05 142-05 143-24
S3 140-25 141-23 143-20
S4 139-13 140-11 143-08
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
5 144-00 139-19 4-13 3.1% 1-14 1.0% 100% True False 1,138
10 144-00 139-11 4-21 3.2% 1-11 0.9% 100% True False 716
20 144-00 139-11 4-21 3.2% 1-03 0.7% 100% True False 483
40 144-23 139-11 5-12 3.7% 1-01 0.7% 87% False False 282
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 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149-27
2.618 147-19
1.618 146-07
1.000 145-12
0.618 144-27
HIGH 144-00
0.618 143-15
0.500 143-10
0.382 143-05
LOW 142-20
0.618 141-25
1.000 141-08
1.618 140-13
2.618 139-01
4.250 136-25
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 143-25 143-16
PP 143-17 143-01
S1 143-10 142-18

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

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