ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 140-22 142-01 1-11 1.0% 141-20
High 142-10 142-02 -0-08 -0.2% 143-01
Low 140-21 141-09 0-20 0.4% 140-02
Close 142-00 141-16 -0-16 -0.4% 141-07
Range 1-21 0-25 -0-28 -52.8% 2-31
ATR 1-08 1-07 -0-01 -2.6% 0-00
Volume 275,401 275,471 70 0.0% 1,828,917
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 143-31 143-16 141-30
R3 143-06 142-23 141-23
R2 142-13 142-13 141-21
R1 141-30 141-30 141-18 141-25
PP 141-20 141-20 141-20 141-17
S1 141-05 141-05 141-14 141-00
S2 140-27 140-27 141-11
S3 140-02 140-12 141-09
S4 139-09 139-19 141-02
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
5 142-10 140-02 2-08 1.6% 1-08 0.9% 64% False False 291,457
10 143-01 140-02 2-31 2.1% 1-06 0.8% 48% False False 277,294
20 143-01 139-15 3-18 2.5% 1-05 0.8% 57% False False 139,752
40 144-00 139-11 4-21 3.3% 1-05 0.8% 46% False False 70,397
60 144-23 139-11 5-12 3.8% 1-03 0.8% 40% False False 46,948
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 145-12
2.618 144-03
1.618 143-10
1.000 142-27
0.618 142-17
HIGH 142-02
0.618 141-24
0.500 141-22
0.382 141-19
LOW 141-09
0.618 140-26
1.000 140-16
1.618 140-01
2.618 139-08
4.250 137-31
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 141-22 141-16
PP 141-20 141-16
S1 141-18 141-16

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

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