ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 142-01 142-02 0-01 0.0% 141-20
High 142-07 143-04 0-29 0.6% 142-11
Low 141-16 142-01 0-17 0.4% 141-04
Close 141-31 142-23 0-24 0.5% 141-31
Range 0-23 1-03 0-12 52.2% 1-07
ATR 1-08 1-07 0-00 -0.5% 0-00
Volume 212,247 231,812 19,565 9.2% 1,320,027
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 145-29 145-13 143-10
R3 144-26 144-10 143-01
R2 143-23 143-23 142-29
R1 143-07 143-07 142-26 143-15
PP 142-20 142-20 142-20 142-24
S1 142-04 142-04 142-20 142-12
S2 141-17 141-17 142-17
S3 140-14 141-01 142-13
S4 139-11 139-30 142-04
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
5 143-04 141-04 2-00 1.4% 0-28 0.6% 80% True False 254,117
10 143-04 140-01 3-03 2.2% 1-01 0.7% 87% True False 291,314
20 143-04 136-12 6-24 4.7% 1-07 0.8% 94% True False 296,513
40 143-04 135-05 7-31 5.6% 1-08 0.9% 95% True False 314,260
60 144-00 135-05 8-27 6.2% 1-07 0.9% 86% False False 212,832
80 144-00 135-05 8-27 6.2% 1-06 0.8% 86% False False 159,682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 147-25
2.618 146-00
1.618 144-29
1.000 144-07
0.618 143-26
HIGH 143-04
0.618 142-23
0.500 142-18
0.382 142-14
LOW 142-01
0.618 141-11
1.000 140-30
1.618 140-08
2.618 139-05
4.250 137-12
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 142-22 142-18
PP 142-20 142-14
S1 142-18 142-09

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

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