ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 140-14 141-20 1-06 0.8% 140-15
High 141-25 142-09 0-16 0.4% 141-27
Low 140-12 141-13 1-01 0.7% 139-30
Close 141-14 141-28 0-14 0.3% 141-14
Range 1-13 0-28 -0-17 -37.8% 1-29
ATR 1-14 1-12 -0-01 -2.8% 0-00
Volume 303,962 281,254 -22,708 -7.5% 1,545,713
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 144-15 144-02 142-11
R3 143-19 143-06 142-04
R2 142-23 142-23 142-01
R1 142-10 142-10 141-31 142-16
PP 141-27 141-27 141-27 141-31
S1 141-14 141-14 141-25 141-20
S2 140-31 140-31 141-23
S3 140-03 140-18 141-20
S4 139-07 139-22 141-13
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 146-25 146-01 142-16
R3 144-28 144-04 141-31
R2 142-31 142-31 141-25
R1 142-07 142-07 141-20 142-19
PP 141-02 141-02 141-02 141-08
S1 140-10 140-10 141-08 140-22
S2 139-05 139-05 141-03
S3 137-08 138-13 140-29
S4 135-11 136-16 140-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-09 140-01 2-08 1.6% 1-07 0.9% 82% True False 328,511
10 142-09 136-12 5-29 4.2% 1-12 1.0% 93% True False 313,937
20 142-09 135-05 7-04 5.0% 1-10 0.9% 94% True False 310,845
40 143-01 135-05 7-28 5.6% 1-09 0.9% 85% False False 286,813
60 144-00 135-05 8-27 6.2% 1-08 0.9% 76% False False 191,681
80 144-00 135-05 8-27 6.2% 1-06 0.8% 76% False False 143,802
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-09
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 146-00
2.618 144-18
1.618 143-22
1.000 143-05
0.618 142-26
HIGH 142-09
0.618 141-30
0.500 141-27
0.382 141-24
LOW 141-13
0.618 140-28
1.000 140-17
1.618 140-00
2.618 139-04
4.250 137-22
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 141-28 141-20
PP 141-27 141-13
S1 141-27 141-05

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

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