ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 140-23 141-08 0-17 0.4% 141-13
High 141-16 142-07 0-23 0.5% 142-03
Low 140-14 141-02 0-20 0.4% 139-15
Close 140-30 142-04 1-06 0.8% 141-11
Range 1-02 1-05 0-03 8.8% 2-20
ATR 1-08 1-08 0-00 0.2% 0-00
Volume 1,245 984 -261 -21.0% 11,017
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 145-09 144-27 142-24
R3 144-04 143-22 142-14
R2 142-31 142-31 142-11
R1 142-17 142-17 142-07 142-24
PP 141-26 141-26 141-26 141-29
S1 141-12 141-12 142-01 141-19
S2 140-21 140-21 141-29
S3 139-16 140-07 141-26
S4 138-11 139-02 141-16
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
5 142-07 139-15 2-24 1.9% 1-04 0.8% 97% True False 1,820
10 143-25 139-15 4-10 3.0% 1-06 0.8% 62% False False 2,038
20 144-00 139-11 4-21 3.3% 1-08 0.9% 60% False False 1,377
40 144-23 139-11 5-12 3.8% 1-03 0.8% 52% False False 757
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
4.250 147-04
2.618 145-08
1.618 144-03
1.000 143-12
0.618 142-30
HIGH 142-07
0.618 141-25
0.500 141-20
0.382 141-16
LOW 141-02
0.618 140-11
1.000 139-29
1.618 139-06
2.618 138-01
4.250 136-05
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 141-31 141-26
PP 141-26 141-17
S1 141-20 141-07

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

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