ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 143-10 141-13 -1-29 -1.3% 142-05
High 143-14 142-03 -1-11 -0.9% 144-00
Low 140-28 141-10 0-14 0.3% 140-28
Close 140-31 141-27 0-28 0.6% 140-31
Range 2-18 0-25 -1-25 -69.5% 3-04
ATR 1-09 1-08 0-00 -0.8% 0-00
Volume 2,905 3,762 857 29.5% 11,969
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 144-03 143-24 142-09
R3 143-10 142-31 142-02
R2 142-17 142-17 142-00
R1 142-06 142-06 141-29 142-12
PP 141-24 141-24 141-24 141-27
S1 141-13 141-13 141-25 141-18
S2 140-31 140-31 141-22
S3 140-06 140-20 141-20
S4 139-13 139-27 141-13
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% 1-07 0.9% 31% False False 3,004
10 144-00 139-19 4-13 3.1% 1-08 0.9% 51% False False 1,673
20 144-00 139-11 4-21 3.3% 1-04 0.8% 54% False False 1,025
40 144-23 139-11 5-12 3.8% 1-03 0.8% 47% False False 540
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 145-13
2.618 144-04
1.618 143-11
1.000 142-28
0.618 142-18
HIGH 142-03
0.618 141-25
0.500 141-22
0.382 141-20
LOW 141-10
0.618 140-27
1.000 140-17
1.618 140-02
2.618 139-09
4.250 138-00
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 141-26 142-05
PP 141-24 142-02
S1 141-22 141-30

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

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