ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	140-27	140-07	-0-20	-0.4%	141-13
High	140-27	141-16	0-21	0.5%	142-03
Low	139-15	140-07	0-24	0.5%	139-15
Close	140-03	141-11	1-08	0.9%	141-11
Range	1-12	1-09	-0-03	-6.8%	2-20
ATR	1-08	1-08	0-00	0.9%	0-00
Volume	3,130	2,554	-576	-18.4%	11,017

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-28	144-12	142-02
R3	143-19	143-03	141-22
R2	142-10	142-10	141-19
R1	141-26	141-26	141-15	142-02
PP	141-01	141-01	141-01	141-04
S1	140-17	140-17	141-07	140-25
S2	139-24	139-24	141-03
S3	138-15	139-08	141-00
S4	137-06	137-31	140-20

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	148-27	147-23	142-25
R3	146-07	145-03	142-02
R2	143-19	143-19	141-26
R1	142-15	142-15	141-19	141-23
PP	140-31	140-31	140-31	140-19
S1	139-27	139-27	141-03	139-03
S2	138-11	138-11	140-28
S3	135-23	137-07	140-20
S4	133-03	134-19	139-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-03	139-15	2-20	1.9%	1-04	0.8%	71%	False	False	2,203
10	144-00	139-15	4-17	3.2%	1-07	0.9%	41%	False	False	2,298
20	144-00	139-11	4-21	3.3%	1-08	0.9%	43%	False	False	1,378
40	144-23	139-11	5-12	3.8%	1-02	0.8%	37%	False	False	703

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	0-04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	146-30
2.618	144-27
1.618	143-18
1.000	142-25
0.618	142-09
HIGH	141-16
0.618	141-00
0.500	140-28
0.382	140-23
LOW	140-07
0.618	139-14
1.000	138-30
1.618	138-05
2.618	136-28
4.250	134-25

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	141-06	141-02
PP	141-01	140-25
S1	140-28	140-16

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols