ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 143-01 143-10 0-09 0.2% 142-05
High 143-13 143-14 0-01 0.0% 144-00
Low 142-30 140-28 -2-02 -1.4% 140-28
Close 143-05 140-31 -2-06 -1.5% 140-31
Range 0-15 2-18 2-03 446.7% 3-04
ATR 1-06 1-09 0-03 8.5% 0-00
Volume 1,698 2,905 1,207 71.1% 11,969
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 149-14 147-25 142-12
R3 146-28 145-07 141-22
R2 144-10 144-10 141-14
R1 142-21 142-21 141-07 142-06
PP 141-24 141-24 141-24 141-17
S1 140-03 140-03 140-23 139-20
S2 139-06 139-06 140-16
S3 136-20 137-17 140-08
S4 134-02 134-31 139-18
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 151-10 149-09 142-22
R3 148-06 146-05 141-26
R2 145-02 145-02 141-17
R1 143-01 143-01 141-08 142-16
PP 141-30 141-30 141-30 141-22
S1 139-29 139-29 140-22 139-12
S2 138-26 138-26 140-13
S3 135-22 136-25 140-04
S4 132-18 133-21 139-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-00 140-28 3-04 2.2% 1-11 1.0% 3% False True 2,393
10 144-00 139-11 4-21 3.3% 1-10 0.9% 35% False False 1,311
20 144-00 139-11 4-21 3.3% 1-05 0.8% 35% False False 837
40 144-23 139-11 5-12 3.8% 1-03 0.8% 30% False False 449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 154-10
2.618 150-05
1.618 147-19
1.000 146-00
0.618 145-01
HIGH 143-14
0.618 142-15
0.500 142-05
0.382 141-27
LOW 140-28
0.618 139-09
1.000 138-10
1.618 136-23
2.618 134-05
4.250 130-00
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 142-05 142-10
PP 141-24 141-28
S1 141-12 141-14

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

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