ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 137-19 140-15 2-28 2.1% 137-25
High 139-00 140-26 1-26 1.3% 139-00
Low 137-13 139-30 2-17 1.8% 136-12
Close 138-11 140-19 2-08 1.6% 138-11
Range 1-19 0-28 -0-23 -45.1% 2-20
ATR 1-13 1-15 0-02 5.5% 0-00
Volume 287,555 184,409 -103,146 -35.9% 1,312,403
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 143-02 142-23 141-02
R3 142-06 141-27 140-27
R2 141-10 141-10 140-24
R1 140-31 140-31 140-22 141-04
PP 140-14 140-14 140-14 140-17
S1 140-03 140-03 140-16 140-08
S2 139-18 139-18 140-14
S3 138-22 139-07 140-11
S4 137-26 138-11 140-04
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 145-25 144-22 139-25
R3 143-05 142-02 139-02
R2 140-17 140-17 138-26
R1 139-14 139-14 138-19 140-00
PP 137-29 137-29 137-29 138-06
S1 136-26 136-26 138-03 137-12
S2 135-09 135-09 137-28
S3 132-21 134-06 137-20
S4 130-01 131-18 136-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140-26 136-12 4-14 3.2% 1-17 1.1% 95% True False 299,362
10 140-26 136-12 4-14 3.2% 1-12 1.0% 95% True False 301,713
20 141-05 135-05 6-00 4.3% 1-13 1.0% 91% False False 322,361
40 143-01 135-05 7-28 5.6% 1-09 0.9% 69% False False 245,903
60 144-00 135-05 8-27 6.3% 1-08 0.9% 61% False False 164,355
80 144-23 135-05 9-18 6.8% 1-06 0.8% 57% False False 123,273
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 False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 144-17
2.618 143-03
1.618 142-07
1.000 141-22
0.618 141-11
HIGH 140-26
0.618 140-15
0.500 140-12
0.382 140-09
LOW 139-30
0.618 139-13
1.000 139-02
1.618 138-17
2.618 137-21
4.250 136-07
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 140-17 139-30
PP 140-14 139-08
S1 140-12 138-19

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

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