ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 141-01 140-21 -0-12 -0.3% 140-23
High 141-01 140-21 -0-12 -0.3% 142-10
Low 140-10 139-19 -0-23 -0.5% 140-10
Close 140-21 140-03 -0-18 -0.4% 140-21
Range 0-23 1-02 0-11 47.8% 2-00
ATR 1-07 1-07 0-00 -0.9% 0-00
Volume 2,633 1,660 -973 -37.0% 6,241
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 143-10 142-24 140-22
R3 142-08 141-22 140-12
R2 141-06 141-06 140-09
R1 140-20 140-20 140-06 140-12
PP 140-04 140-04 140-04 140-00
S1 139-18 139-18 140-00 139-10
S2 139-02 139-02 139-29
S3 138-00 138-16 139-26
S4 136-30 137-14 139-16
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 147-03 145-28 141-24
R3 145-03 143-28 141-07
R2 143-03 143-03 141-01
R1 141-28 141-28 140-27 141-16
PP 141-03 141-03 141-03 140-29
S1 139-28 139-28 140-15 139-16
S2 139-03 139-03 140-09
S3 137-03 137-28 140-03
S4 135-03 135-28 139-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-10 139-19 2-23 1.9% 1-03 0.8% 18% False True 1,331
10 142-10 139-15 2-27 2.0% 1-04 0.8% 22% False False 1,515
20 144-00 139-15 4-17 3.2% 1-06 0.8% 14% False False 1,594
40 144-00 139-11 4-21 3.3% 1-02 0.8% 16% False False 897
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
4.250 145-06
2.618 143-14
1.618 142-12
1.000 141-23
0.618 141-10
HIGH 140-21
0.618 140-08
0.500 140-04
0.382 140-00
LOW 139-19
0.618 138-30
1.000 138-17
1.618 137-28
2.618 136-26
4.250 135-02
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 140-04 140-30
PP 140-04 140-21
S1 140-03 140-12

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

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