ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 142-01 141-11 -0-22 -0.5% 141-20
High 142-02 141-17 -0-17 -0.4% 143-01
Low 141-09 140-16 -0-25 -0.6% 140-02
Close 141-16 140-22 -0-26 -0.6% 141-07
Range 0-25 1-01 0-08 32.0% 2-31
ATR 1-07 1-06 0-00 -1.0% 0-00
Volume 275,471 276,350 879 0.3% 1,828,917
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 144-00 143-12 141-08
R3 142-31 142-11 140-31
R2 141-30 141-30 140-28
R1 141-10 141-10 140-25 141-04
PP 140-29 140-29 140-29 140-26
S1 140-09 140-09 140-19 140-02
S2 139-28 139-28 140-16
S3 138-27 139-08 140-13
S4 137-26 138-07 140-04
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
5 142-10 140-15 1-27 1.3% 1-04 0.8% 12% False False 264,113
10 143-01 140-02 2-31 2.1% 1-06 0.8% 21% False False 301,750
20 143-01 139-15 3-18 2.5% 1-06 0.8% 34% False False 153,510
40 144-00 139-11 4-21 3.3% 1-06 0.8% 29% False False 77,306
60 144-23 139-11 5-12 3.8% 1-03 0.8% 25% False False 51,549
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145-29
2.618 144-07
1.618 143-06
1.000 142-18
0.618 142-05
HIGH 141-17
0.618 141-04
0.500 141-00
0.382 140-29
LOW 140-16
0.618 139-28
1.000 139-15
1.618 138-27
2.618 137-26
4.250 136-04
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 141-00 141-13
PP 140-29 141-05
S1 140-26 140-30

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

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