ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 140-20 141-13 0-25 0.6% 141-20
High 141-20 141-21 0-01 0.0% 143-01
Low 140-15 140-23 0-08 0.2% 140-02
Close 141-07 140-29 -0-10 -0.2% 141-07
Range 1-05 0-30 -0-07 -18.9% 2-31
ATR 1-07 1-07 -0-01 -1.7% 0-00
Volume 261,267 232,078 -29,189 -11.2% 1,828,917
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 143-29 143-11 141-14
R3 142-31 142-13 141-05
R2 142-01 142-01 141-02
R1 141-15 141-15 141-00 141-09
PP 141-03 141-03 141-03 141-00
S1 140-17 140-17 140-26 140-11
S2 140-05 140-05 140-24
S3 139-07 139-19 140-21
S4 138-09 138-21 140-12
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 150-11 148-24 142-27
R3 147-12 145-25 142-01
R2 144-13 144-13 141-24
R1 142-26 142-26 141-16 142-04
PP 141-14 141-14 141-14 141-03
S1 139-27 139-27 140-30 139-05
S2 138-15 138-15 140-22
S3 135-16 136-28 140-13
S4 132-17 133-29 139-19
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% 1-09 0.9% 28% False False 343,985
10 143-01 139-19 3-14 2.4% 1-06 0.8% 38% False False 223,106
20 143-01 139-15 3-18 2.5% 1-05 0.8% 40% False False 112,416
40 144-00 139-11 4-21 3.3% 1-05 0.8% 34% False False 56,627
60 144-23 139-11 5-12 3.8% 1-03 0.8% 29% False False 37,771
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 145-20
2.618 144-04
1.618 143-06
1.000 142-19
0.618 142-08
HIGH 141-21
0.618 141-10
0.500 141-06
0.382 141-02
LOW 140-23
0.618 140-04
1.000 139-25
1.618 139-06
2.618 138-08
4.250 136-24
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 141-06 140-29
PP 141-03 140-29
S1 141-00 140-29

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

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