ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 140-15 140-12 -0-03 -0.1% 137-25
High 140-26 141-27 1-01 0.7% 139-00
Low 139-30 140-03 0-05 0.1% 136-12
Close 140-19 141-13 0-26 0.6% 138-11
Range 0-28 1-24 0-28 100.0% 2-20
ATR 1-15 1-16 0-01 1.4% 0-00
Volume 184,409 386,666 202,257 109.7% 1,312,403
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 146-12 145-20 142-12
R3 144-20 143-28 141-28
R2 142-28 142-28 141-23
R1 142-04 142-04 141-18 142-16
PP 141-04 141-04 141-04 141-10
S1 140-12 140-12 141-08 140-24
S2 139-12 139-12 141-03
S3 137-20 138-20 140-30
S4 135-28 136-28 140-14
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
5 141-27 136-12 5-15 3.9% 1-19 1.1% 92% True False 319,429
10 141-27 136-12 5-15 3.9% 1-14 1.0% 92% True False 313,148
20 141-27 135-05 6-22 4.7% 1-14 1.0% 93% True False 332,639
40 143-01 135-05 7-28 5.6% 1-09 0.9% 79% False False 255,506
60 144-00 135-05 8-27 6.3% 1-09 0.9% 71% False False 170,797
80 144-23 135-05 9-18 6.8% 1-06 0.8% 65% False False 128,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 149-09
2.618 146-14
1.618 144-22
1.000 143-19
0.618 142-30
HIGH 141-27
0.618 141-06
0.500 140-31
0.382 140-24
LOW 140-03
0.618 139-00
1.000 138-11
1.618 137-08
2.618 135-16
4.250 132-21
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 141-08 140-26
PP 141-04 140-07
S1 140-31 139-20

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

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