ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 142-21 142-24 0-03 0.1% 142-02
High 143-02 143-06 0-04 0.1% 143-18
Low 142-13 142-01 -0-12 -0.3% 141-03
Close 142-28 142-03 -0-25 -0.5% 142-23
Range 0-21 1-05 0-16 76.2% 2-15
ATR 1-06 1-06 0-00 -0.1% 0-00
Volume 184,062 198,259 14,197 7.7% 1,296,093
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 145-29 145-05 142-23
R3 144-24 144-00 142-13
R2 143-19 143-19 142-10
R1 142-27 142-27 142-06 142-20
PP 142-14 142-14 142-14 142-11
S1 141-22 141-22 142-00 141-16
S2 141-09 141-09 141-28
S3 140-04 140-17 141-25
S4 138-31 139-12 141-15
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% 1-03 0.8% 41% False False 244,472
10 143-18 141-03 2-15 1.7% 1-00 0.7% 41% False False 245,827
20 143-18 136-12 7-06 5.1% 1-05 0.8% 80% False False 278,511
40 143-18 135-05 8-13 5.9% 1-07 0.9% 83% False False 298,900
60 143-18 135-05 8-13 5.9% 1-07 0.8% 83% False False 236,739
80 144-00 135-05 8-27 6.2% 1-06 0.8% 78% False False 177,763
100 144-23 135-05 9-18 6.7% 1-05 0.8% 73% False False 142,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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
4.250 148-03
2.618 146-07
1.618 145-02
1.000 144-11
0.618 143-29
HIGH 143-06
0.618 142-24
0.500 142-20
0.382 142-15
LOW 142-01
0.618 141-10
1.000 140-28
1.618 140-05
2.618 139-00
4.250 137-04
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 142-20 142-26
PP 142-14 142-18
S1 142-08 142-10

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

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