ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 141-31 142-20 0-21 0.5% 142-02
High 142-27 143-18 0-23 0.5% 143-18
Low 141-22 142-10 0-20 0.4% 141-03
Close 142-09 142-23 0-14 0.3% 142-23
Range 1-05 1-08 0-03 8.1% 2-15
ATR 1-07 1-07 0-00 0.4% 0-00
Volume 287,741 223,283 -64,458 -22.4% 1,296,093
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 146-20 145-29 143-13
R3 145-12 144-21 143-02
R2 144-04 144-04 142-30
R1 143-13 143-13 142-27 143-24
PP 142-28 142-28 142-28 143-01
S1 142-05 142-05 142-19 142-16
S2 141-20 141-20 142-16
S3 140-12 140-29 142-12
S4 139-04 139-21 142-01
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 149-28 148-24 144-02
R3 147-13 146-09 143-13
R2 144-30 144-30 143-05
R1 143-26 143-26 142-30 144-12
PP 142-15 142-15 142-15 142-24
S1 141-11 141-11 142-16 141-29
S2 140-00 140-00 142-09
S3 137-17 138-28 142-01
S4 135-02 136-13 141-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-18 141-03 2-15 1.7% 1-05 0.8% 66% True False 259,218
10 143-18 141-03 2-15 1.7% 1-00 0.7% 66% True False 261,612
20 143-18 136-12 7-06 5.0% 1-07 0.9% 88% True False 292,776
40 143-18 135-05 8-13 5.9% 1-08 0.9% 90% True False 301,676
60 143-18 135-05 8-13 5.9% 1-07 0.9% 90% True False 230,444
80 144-00 135-05 8-27 6.2% 1-06 0.8% 86% False False 172,985
100 144-23 135-05 9-18 6.7% 1-05 0.8% 79% False False 138,402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148-28
2.618 146-27
1.618 145-19
1.000 144-26
0.618 144-11
HIGH 143-18
0.618 143-03
0.500 142-30
0.382 142-25
LOW 142-10
0.618 141-17
1.000 141-02
1.618 140-09
2.618 139-01
4.250 137-00
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 142-30 142-19
PP 142-28 142-15
S1 142-25 142-10

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

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