ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 142-15 142-05 -0-10 -0.2% 140-21
High 143-01 142-23 -0-10 -0.2% 141-21
Low 142-02 141-03 -0-31 -0.7% 139-19
Close 142-12 141-21 -0-23 -0.5% 141-18
Range 0-31 1-20 0-21 67.7% 2-02
ATR 1-05 1-06 0-01 2.8% 0-00
Volume 359,844 453,669 93,825 26.1% 170,072
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 146-22 145-26 142-18
R3 145-02 144-06 142-03
R2 143-14 143-14 141-31
R1 142-18 142-18 141-26 142-06
PP 141-26 141-26 141-26 141-20
S1 140-30 140-30 141-16 140-18
S2 140-06 140-06 141-11
S3 138-18 139-10 141-07
S4 136-30 137-22 140-24
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 147-04 146-13 142-22
R3 145-02 144-11 142-04
R2 143-00 143-00 141-30
R1 142-09 142-09 141-24 142-20
PP 140-30 140-30 140-30 141-04
S1 140-07 140-07 141-12 140-18
S2 138-28 138-28 141-06
S3 136-26 138-05 141-00
S4 134-24 136-03 140-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-01 140-08 2-25 2.0% 1-04 0.8% 51% False False 263,131
10 143-01 139-19 3-14 2.4% 1-04 0.8% 60% False False 132,866
20 143-25 139-15 4-10 3.0% 1-05 0.8% 51% False False 67,452
40 144-00 139-11 4-21 3.3% 1-04 0.8% 50% False False 33,967
60 144-23 139-11 5-12 3.8% 1-02 0.8% 43% False False 22,672
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 0-07
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 149-20
2.618 146-31
1.618 145-11
1.000 144-11
0.618 143-23
HIGH 142-23
0.618 142-03
0.500 141-29
0.382 141-23
LOW 141-03
0.618 140-03
1.000 139-15
1.618 138-15
2.618 136-27
4.250 134-06
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 141-29 142-02
PP 141-26 141-30
S1 141-24 141-25

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

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