ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 140-14 140-27 0-13 0.3% 142-05
High 141-00 140-27 -0-05 -0.1% 144-00
Low 140-08 139-15 -0-25 -0.6% 140-28
Close 140-25 140-03 -0-22 -0.5% 140-31
Range 0-24 1-12 0-20 83.3% 3-04
ATR 1-08 1-08 0-00 0.8% 0-00
Volume 1,189 3,130 1,941 163.2% 11,969
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 144-08 143-18 140-27
R3 142-28 142-06 140-15
R2 141-16 141-16 140-11
R1 140-26 140-26 140-07 140-15
PP 140-04 140-04 140-04 139-31
S1 139-14 139-14 139-31 139-03
S2 138-24 138-24 139-27
S3 137-12 138-02 139-23
S4 136-00 136-22 139-11
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
5 143-14 139-15 3-31 2.8% 1-12 1.0% 16% False True 2,273
10 144-00 139-15 4-17 3.2% 1-06 0.9% 14% False True 2,067
20 144-00 139-11 4-21 3.3% 1-07 0.9% 16% False False 1,258
40 144-23 139-11 5-12 3.8% 1-03 0.8% 14% False False 643
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 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-22
2.618 144-14
1.618 143-02
1.000 142-07
0.618 141-22
HIGH 140-27
0.618 140-10
0.500 140-05
0.382 140-00
LOW 139-15
0.618 138-20
1.000 138-03
1.618 137-08
2.618 135-28
4.250 133-20
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 140-05 140-22
PP 140-04 140-15
S1 140-04 140-09

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

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