ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 138-29 136-25 -2-04 -1.5% 141-13
High 139-00 136-31 -2-01 -1.5% 142-10
Low 136-12 135-18 -0-26 -0.6% 139-26
Close 136-20 136-17 -0-03 -0.1% 140-10
Range 2-20 1-13 -1-07 -46.4% 2-16
ATR 1-10 1-10 0-00 0.5% 0-00
Volume 554,063 430,578 -123,485 -22.3% 1,381,142
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 140-18 139-31 137-10
R3 139-05 138-18 136-29
R2 137-24 137-24 136-25
R1 137-05 137-05 136-21 136-24
PP 136-11 136-11 136-11 136-05
S1 135-24 135-24 136-13 135-11
S2 134-30 134-30 136-09
S3 133-17 134-11 136-05
S4 132-04 132-30 135-24
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
5 141-05 135-18 5-19 4.1% 1-16 1.1% 17% False True 369,743
10 142-10 135-18 6-24 4.9% 1-10 1.0% 14% False True 316,928
20 143-01 135-18 7-15 5.5% 1-09 0.9% 13% False True 245,505
40 144-00 135-18 8-14 6.2% 1-08 0.9% 11% False True 123,459
60 144-23 135-18 9-05 6.7% 1-04 0.8% 11% False True 82,355
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142-30
2.618 140-21
1.618 139-08
1.000 138-12
0.618 137-27
HIGH 136-31
0.618 136-14
0.500 136-08
0.382 136-03
LOW 135-18
0.618 134-22
1.000 134-05
1.618 133-09
2.618 131-28
4.250 129-19
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 136-14 138-02
PP 136-11 137-18
S1 136-08 137-02

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

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