ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 141-22 140-14 -1-08 -0.9% 142-05
High 141-28 141-00 -0-28 -0.6% 144-00
Low 140-15 140-08 -0-07 -0.2% 140-28
Close 140-28 140-25 -0-03 -0.1% 140-31
Range 1-13 0-24 -0-21 -46.7% 3-04
ATR 1-09 1-08 -0-01 -2.9% 0-00
Volume 382 1,189 807 211.3% 11,969
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 142-30 142-19 141-06
R3 142-06 141-27 141-00
R2 141-14 141-14 140-29
R1 141-03 141-03 140-27 141-08
PP 140-22 140-22 140-22 140-24
S1 140-11 140-11 140-23 140-16
S2 139-30 139-30 140-21
S3 139-06 139-19 140-18
S4 138-14 138-27 140-12
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
5 143-14 140-08 3-06 2.3% 1-06 0.8% 17% False True 1,987
10 144-00 140-08 3-24 2.7% 1-05 0.8% 14% False True 1,805
20 144-00 139-11 4-21 3.3% 1-06 0.8% 31% False False 1,102
40 144-23 139-11 5-12 3.8% 1-02 0.8% 27% False False 569
Crabel Price Patterns
NR True
NR4 True
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 0-04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 144-06
2.618 142-31
1.618 142-07
1.000 141-24
0.618 141-15
HIGH 141-00
0.618 140-23
0.500 140-20
0.382 140-17
LOW 140-08
0.618 139-25
1.000 139-16
1.618 139-01
2.618 138-09
4.250 137-02
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 140-23 141-06
PP 140-22 141-01
S1 140-20 140-29

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

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