ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 141-19 141-15 -0-04 -0.1% 140-15
High 141-30 141-30 0-00 0.0% 141-27
Low 141-04 141-05 0-01 0.0% 139-30
Close 141-09 141-25 0-16 0.4% 141-14
Range 0-26 0-25 -0-01 -3.8% 1-29
ATR 1-11 1-10 -0-01 -3.0% 0-00
Volume 258,911 245,983 -12,928 -5.0% 1,545,713
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 143-31 143-21 142-07
R3 143-06 142-28 142-00
R2 142-13 142-13 141-30
R1 142-03 142-03 141-27 142-08
PP 141-20 141-20 141-20 141-22
S1 141-10 141-10 141-23 141-15
S2 140-27 140-27 141-20
S3 140-02 140-17 141-18
S4 139-09 139-24 141-11
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% 0-31 0.7% 78% False False 291,267
10 142-09 136-12 5-29 4.2% 1-05 0.8% 92% False False 298,952
20 142-09 135-13 6-28 4.8% 1-08 0.9% 93% False False 304,195
40 143-01 135-05 7-28 5.6% 1-09 0.9% 84% False False 299,328
60 144-00 135-05 8-27 6.2% 1-08 0.9% 75% False False 200,083
80 144-00 135-05 8-27 6.2% 1-06 0.8% 75% False False 150,113
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 145-08
2.618 143-31
1.618 143-06
1.000 142-23
0.618 142-13
HIGH 141-30
0.618 141-20
0.500 141-18
0.382 141-15
LOW 141-05
0.618 140-22
1.000 140-12
1.618 139-29
2.618 139-04
4.250 137-27
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 141-22 141-24
PP 141-20 141-23
S1 141-18 141-22

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

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