ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 140-20 140-13 -0-07 -0.2% 141-13
High 140-26 141-05 0-11 0.2% 142-10
Low 139-26 140-13 0-19 0.4% 139-26
Close 140-10 140-17 0-07 0.2% 140-10
Range 1-00 0-24 -0-08 -25.0% 2-16
ATR 1-06 1-05 -0-01 -2.0% 0-00
Volume 321,842 181,109 -140,733 -43.7% 1,381,142
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 142-30 142-16 140-30
R3 142-06 141-24 140-24
R2 141-14 141-14 140-21
R1 141-00 141-00 140-19 141-07
PP 140-22 140-22 140-22 140-26
S1 140-08 140-08 140-15 140-15
S2 139-30 139-30 140-13
S3 139-06 139-16 140-10
S4 138-14 138-24 140-04
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 148-10 146-26 141-22
R3 145-26 144-10 141-00
R2 143-10 143-10 140-25
R1 141-26 141-26 140-17 141-10
PP 140-26 140-26 140-26 140-18
S1 139-10 139-10 140-03 138-26
S2 138-10 138-10 139-27
S3 135-26 136-26 139-20
S4 133-10 134-10 138-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-10 139-26 2-16 1.8% 1-01 0.7% 29% False False 266,034
10 143-01 139-26 3-07 2.3% 1-05 0.8% 22% False False 305,010
20 143-01 139-19 3-14 2.4% 1-04 0.8% 27% False False 178,374
40 144-00 139-11 4-21 3.3% 1-06 0.8% 26% False False 89,876
60 144-23 139-11 5-12 3.8% 1-03 0.8% 22% False False 59,927
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 144-11
2.618 143-04
1.618 142-12
1.000 141-29
0.618 141-20
HIGH 141-05
0.618 140-28
0.500 140-25
0.382 140-22
LOW 140-13
0.618 139-30
1.000 139-21
1.618 139-06
2.618 138-14
4.250 137-07
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 140-25 140-22
PP 140-22 140-20
S1 140-20 140-18

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

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