ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 143-27 143-24 -0-03 -0.1% 142-21
High 144-19 144-27 0-08 0.2% 143-25
Low 143-19 143-21 0-02 0.0% 141-30
Close 143-24 144-15 0-23 0.5% 143-22
Range 1-00 1-06 0-06 18.8% 1-27
ATR 1-05 1-05 0-00 0.2% 0-00
Volume 193,721 321,146 127,425 65.8% 1,184,014
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 147-28 147-12 145-04
R3 146-22 146-06 144-25
R2 145-16 145-16 144-22
R1 145-00 145-00 144-18 145-08
PP 144-10 144-10 144-10 144-14
S1 143-26 143-26 144-12 144-02
S2 143-04 143-04 144-08
S3 141-30 142-20 144-05
S4 140-24 141-14 143-26
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 148-21 148-01 144-22
R3 146-26 146-06 144-06
R2 144-31 144-31 144-01
R1 144-11 144-11 143-27 144-21
PP 143-04 143-04 143-04 143-10
S1 142-16 142-16 143-17 142-26
S2 141-09 141-09 143-11
S3 139-14 140-21 143-06
S4 137-19 138-26 142-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-27 141-30 2-29 2.0% 1-03 0.8% 87% True False 263,312
10 144-27 141-03 3-24 2.6% 1-03 0.8% 90% True False 253,892
20 144-27 140-01 4-26 3.3% 1-01 0.7% 92% True False 264,481
40 144-27 135-05 9-22 6.7% 1-08 0.9% 96% True False 298,560
60 144-27 135-05 9-22 6.7% 1-07 0.8% 96% True False 258,498
80 144-27 135-05 9-22 6.7% 1-07 0.8% 96% True False 194,218
100 144-27 135-05 9-22 6.7% 1-05 0.8% 96% True False 155,380
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149-28
2.618 147-30
1.618 146-24
1.000 146-01
0.618 145-18
HIGH 144-27
0.618 144-12
0.500 144-08
0.382 144-04
LOW 143-21
0.618 142-30
1.000 142-15
1.618 141-24
2.618 140-18
4.250 138-20
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 144-13 144-06
PP 144-10 143-29
S1 144-08 143-20

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

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