ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 146-20 146-29 0-09 0.2% 143-27
High 147-02 148-23 1-21 1.1% 145-08
Low 145-25 146-12 0-19 0.4% 143-18
Close 146-26 148-12 1-18 1.1% 145-04
Range 1-09 2-11 1-02 82.9% 1-22
ATR 1-05 1-08 0-03 7.4% 0-00
Volume 428,298 575,659 147,361 34.4% 1,572,084
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 154-27 153-31 149-21
R3 152-16 151-20 149-01
R2 150-05 150-05 148-26
R1 149-09 149-09 148-19 149-23
PP 147-26 147-26 147-26 148-02
S1 146-30 146-30 148-05 147-12
S2 145-15 145-15 147-30
S3 143-04 144-19 147-23
S4 140-25 142-08 147-03
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
5 148-23 144-20 4-03 2.8% 1-10 0.9% 92% True False 414,460
10 148-23 142-12 6-11 4.3% 1-08 0.8% 95% True False 367,774
20 148-23 141-03 7-20 5.1% 1-04 0.8% 95% True False 302,808
40 148-23 136-12 12-11 8.3% 1-06 0.8% 97% True False 304,295
60 148-23 135-05 13-18 9.1% 1-07 0.8% 97% True False 305,727
80 148-23 135-05 13-18 9.1% 1-07 0.8% 97% True False 229,783
100 148-23 135-05 13-18 9.1% 1-06 0.8% 97% True False 183,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 158-22
2.618 154-27
1.618 152-16
1.000 151-02
0.618 150-05
HIGH 148-23
0.618 147-26
0.500 147-18
0.382 147-09
LOW 146-12
0.618 144-30
1.000 144-01
1.618 142-19
2.618 140-08
4.250 136-13
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 148-03 148-00
PP 147-26 147-20
S1 147-18 147-08

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

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