ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 146-16 146-20 0-04 0.1% 143-27
High 146-22 147-02 0-12 0.3% 145-08
Low 145-24 145-25 0-01 0.0% 143-18
Close 146-13 146-26 0-13 0.3% 145-04
Range 0-30 1-09 0-11 36.7% 1-22
ATR 1-04 1-05 0-00 0.9% 0-00
Volume 431,916 428,298 -3,618 -0.8% 1,572,084
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 150-13 149-28 147-17
R3 149-04 148-19 147-05
R2 147-27 147-27 147-02
R1 147-10 147-10 146-30 147-18
PP 146-18 146-18 146-18 146-22
S1 146-01 146-01 146-22 146-10
S2 145-09 145-09 146-18
S3 144-00 144-24 146-15
S4 142-23 143-15 146-03
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 149-23 149-03 146-02
R3 148-01 147-13 145-19
R2 146-11 146-11 145-14
R1 145-23 145-23 145-09 146-01
PP 144-21 144-21 144-21 144-26
S1 144-01 144-01 144-31 144-11
S2 142-31 142-31 144-26
S3 141-09 142-11 144-21
S4 139-19 140-21 144-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-02 143-18 3-16 2.4% 1-03 0.7% 93% True False 380,358
10 147-02 142-09 4-25 3.3% 1-03 0.7% 95% True False 332,851
20 147-02 141-03 5-31 4.1% 1-02 0.7% 96% True False 290,107
40 147-02 135-13 11-21 7.9% 1-05 0.8% 98% True False 297,151
60 147-02 135-05 11-29 8.1% 1-06 0.8% 98% True False 296,254
80 147-02 135-05 11-29 8.1% 1-06 0.8% 98% True False 222,589
100 147-02 135-05 11-29 8.1% 1-05 0.8% 98% True False 178,112
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152-16
2.618 150-13
1.618 149-04
1.000 148-11
0.618 147-27
HIGH 147-02
0.618 146-18
0.500 146-14
0.382 146-09
LOW 145-25
0.618 145-00
1.000 144-16
1.618 143-23
2.618 142-14
4.250 140-11
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 146-22 146-18
PP 146-18 146-11
S1 146-14 146-03

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

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