ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 141-18 142-00 0-14 0.3% 141-13
High 142-10 142-08 -0-02 0.0% 142-03
Low 141-15 140-16 -0-31 -0.7% 139-15
Close 141-28 140-27 -1-01 -0.7% 141-11
Range 0-27 1-24 0-29 107.4% 2-20
ATR 1-07 1-08 0-01 3.1% 0-00
Volume 909 470 -439 -48.3% 11,017
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 146-14 145-13 141-26
R3 144-22 143-21 141-10
R2 142-30 142-30 141-05
R1 141-29 141-29 141-00 141-18
PP 141-06 141-06 141-06 141-01
S1 140-05 140-05 140-22 139-26
S2 139-14 139-14 140-17
S3 137-22 138-13 140-12
S4 135-30 136-21 139-28
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
5 142-10 140-07 2-03 1.5% 1-07 0.9% 30% False False 1,232
10 143-14 139-15 3-31 2.8% 1-10 0.9% 35% False False 1,753
20 144-00 139-11 4-21 3.3% 1-07 0.9% 32% False False 1,416
40 144-00 139-11 4-21 3.3% 1-03 0.8% 32% False False 790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 149-22
2.618 146-27
1.618 145-03
1.000 144-00
0.618 143-11
HIGH 142-08
0.618 141-19
0.500 141-12
0.382 141-05
LOW 140-16
0.618 139-13
1.000 138-24
1.618 137-21
2.618 135-29
4.250 133-02
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 141-12 141-13
PP 141-06 141-07
S1 141-01 141-01

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

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