ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 142-05 141-24 -0-13 -0.3% 140-21
High 142-23 141-24 -0-31 -0.7% 141-21
Low 141-03 140-02 -1-01 -0.7% 139-19
Close 141-21 140-15 -1-06 -0.8% 141-18
Range 1-20 1-22 0-02 3.8% 2-02
ATR 1-06 1-07 0-01 2.9% 0-00
Volume 453,669 413,071 -40,598 -8.9% 170,072
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 145-26 144-27 141-13
R3 144-04 143-05 140-30
R2 142-14 142-14 140-25
R1 141-15 141-15 140-20 141-04
PP 140-24 140-24 140-24 140-19
S1 139-25 139-25 140-10 139-14
S2 139-02 139-02 140-05
S3 137-12 138-03 140-00
S4 135-22 136-13 139-17
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
5 143-01 140-02 2-31 2.1% 1-08 0.9% 14% False True 339,388
10 143-01 139-19 3-14 2.4% 1-07 0.9% 25% False False 174,082
20 143-14 139-15 3-31 2.8% 1-06 0.9% 25% False False 87,979
40 144-00 139-11 4-21 3.3% 1-05 0.8% 24% False False 44,293
60 144-23 139-11 5-12 3.8% 1-03 0.8% 21% False False 29,553
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 9 trading days
Fibonacci Retracements and Extensions
4.250 148-30
2.618 146-05
1.618 144-15
1.000 143-14
0.618 142-25
HIGH 141-24
0.618 141-03
0.500 140-29
0.382 140-23
LOW 140-02
0.618 139-01
1.000 138-12
1.618 137-11
2.618 135-21
4.250 132-28
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 140-29 141-18
PP 140-24 141-06
S1 140-20 140-26

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

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