ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 136-23 137-01 0-10 0.2% 136-14
High 137-13 138-04 0-23 0.5% 138-04
Low 136-15 136-24 0-09 0.2% 135-05
Close 137-02 137-26 0-24 0.5% 137-26
Range 0-30 1-12 0-14 46.7% 2-31
ATR 1-10 1-10 0-00 0.4% 0-00
Volume 330,798 298,637 -32,161 -9.7% 1,557,221
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 141-22 141-04 138-18
R3 140-10 139-24 138-06
R2 138-30 138-30 138-02
R1 138-12 138-12 137-30 138-21
PP 137-18 137-18 137-18 137-22
S1 137-00 137-00 137-22 137-09
S2 136-06 136-06 137-18
S3 134-26 135-20 137-14
S4 133-14 134-08 137-02
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 145-30 144-27 139-14
R3 142-31 141-28 138-20
R2 140-00 140-00 138-11
R1 138-29 138-29 138-03 139-14
PP 137-01 137-01 137-01 137-10
S1 135-30 135-30 137-17 136-16
S2 134-02 134-02 137-09
S3 131-03 132-31 137-00
S4 128-04 130-00 136-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-04 135-05 2-31 2.2% 1-10 0.9% 89% True False 311,444
10 141-05 135-05 6-00 4.4% 1-14 1.0% 44% False False 343,009
20 143-01 135-05 7-28 5.7% 1-10 1.0% 34% False False 332,007
40 144-00 135-05 8-27 6.4% 1-08 0.9% 30% False False 170,992
60 144-00 135-05 8-27 6.4% 1-06 0.9% 30% False False 114,072
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143-31
2.618 141-23
1.618 140-11
1.000 139-16
0.618 138-31
HIGH 138-04
0.618 137-19
0.500 137-14
0.382 137-09
LOW 136-24
0.618 135-29
1.000 135-12
1.618 134-17
2.618 133-05
4.250 130-29
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 137-22 137-15
PP 137-18 137-04
S1 137-14 136-24

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

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