ECBOT 30 Year Treasury Bond Future June 2012

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	141-26	142-01	0-07	0.2%	141-20
High	142-11	142-07	-0-04	-0.1%	142-11
Low	141-14	141-16	0-02	0.0%	141-04
Close	142-07	141-31	-0-08	-0.2%	141-31
Range	0-29	0-23	-0-06	-20.7%	1-07
ATR	1-09	1-08	-0-01	-3.1%	0-00
Volume	321,632	212,247	-109,385	-34.0%	1,320,027

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	144-02	143-23	142-12
R3	143-11	143-00	142-05
R2	142-20	142-20	142-03
R1	142-09	142-09	142-01	142-03
PP	141-29	141-29	141-29	141-26
S1	141-18	141-18	141-29	141-12
S2	141-06	141-06	141-27
S3	140-15	140-27	141-25
S4	139-24	140-04	141-18

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	145-15	144-30	142-20
R3	144-08	143-23	142-10
R2	143-01	143-01	142-06
R1	142-16	142-16	142-03	142-24
PP	141-26	141-26	141-26	141-30
S1	141-09	141-09	141-27	141-18
S2	140-19	140-19	141-24
S3	139-12	140-02	141-20
S4	138-05	138-27	141-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-11	141-04	1-07	0.9%	0-26	0.6%	69%	False	False	264,005
10	142-11	139-30	2-13	1.7%	1-01	0.7%	84%	False	False	286,574
20	142-11	136-12	5-31	4.2%	1-07	0.9%	94%	False	False	299,854
40	143-01	135-05	7-28	5.5%	1-08	0.9%	87%	False	False	311,697
60	144-00	135-05	8-27	6.2%	1-07	0.9%	77%	False	False	208,977
80	144-00	135-05	8-27	6.2%	1-06	0.8%	77%	False	False	156,786

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	145-09
2.618	144-03
1.618	143-12
1.000	142-30
0.618	142-21
HIGH	142-07
0.618	141-30
0.500	141-28
0.382	141-25
LOW	141-16
0.618	141-02
1.000	140-25
1.618	140-11
2.618	139-20
4.250	138-14

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	141-30	141-29
PP	141-29	141-26
S1	141-28	141-24

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols