ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 141-15 141-26 0-11 0.2% 140-15
High 141-30 142-11 0-13 0.3% 141-27
Low 141-05 141-14 0-09 0.2% 139-30
Close 141-25 142-07 0-14 0.3% 141-14
Range 0-25 0-29 0-04 16.0% 1-29
ATR 1-10 1-09 -0-01 -2.2% 0-00
Volume 245,983 321,632 75,649 30.8% 1,545,713
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 144-23 144-12 142-23
R3 143-26 143-15 142-15
R2 142-29 142-29 142-12
R1 142-18 142-18 142-10 142-24
PP 142-00 142-00 142-00 142-03
S1 141-21 141-21 142-04 141-26
S2 141-03 141-03 142-02
S3 140-06 140-24 141-31
S4 139-09 139-27 141-23
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
5 142-11 140-12 1-31 1.4% 0-31 0.7% 94% True False 282,348
10 142-11 137-13 4-30 3.5% 1-03 0.8% 97% True False 294,104
20 142-11 136-12 5-31 4.2% 1-07 0.9% 98% True False 305,782
40 143-01 135-05 7-28 5.5% 1-08 0.9% 90% False False 307,186
60 144-00 135-05 8-27 6.2% 1-08 0.9% 80% False False 205,442
80 144-00 135-05 8-27 6.2% 1-06 0.8% 80% False False 154,133
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146-06
2.618 144-23
1.618 143-26
1.000 143-08
0.618 142-29
HIGH 142-11
0.618 142-00
0.500 141-28
0.382 141-25
LOW 141-14
0.618 140-28
1.000 140-17
1.618 139-31
2.618 139-02
4.250 137-19
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 142-04 142-02
PP 142-00 141-29
S1 141-28 141-24

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

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