ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 148-16 148-02 -0-14 -0.3% 145-06
High 148-20 148-07 -0-13 -0.3% 148-23
Low 147-18 147-10 -0-08 -0.2% 145-04
Close 148-10 147-29 -0-13 -0.3% 148-10
Range 1-02 0-29 -0-05 -14.7% 3-19
ATR 1-07 1-07 -0-01 -1.3% 0-00
Volume 482,514 332,987 -149,527 -31.0% 2,274,252
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 150-17 150-04 148-13
R3 149-20 149-07 148-05
R2 148-23 148-23 148-02
R1 148-10 148-10 148-00 148-02
PP 147-26 147-26 147-26 147-22
S1 147-13 147-13 147-26 147-05
S2 146-29 146-29 147-24
S3 146-00 146-16 147-21
S4 145-03 145-19 147-13
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 158-05 156-27 150-09
R3 154-18 153-08 149-10
R2 150-31 150-31 148-31
R1 149-21 149-21 148-21 150-10
PP 147-12 147-12 147-12 147-23
S1 146-02 146-02 147-31 146-23
S2 143-25 143-25 147-21
S3 140-06 142-15 147-10
S4 136-19 138-28 146-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-23 145-24 2-31 2.0% 1-10 0.9% 73% False False 450,274
10 148-23 143-18 5-05 3.5% 1-06 0.8% 84% False False 398,560
20 148-23 141-03 7-20 5.2% 1-05 0.8% 89% False False 321,380
40 148-23 136-12 12-11 8.3% 1-06 0.8% 93% False False 308,947
60 148-23 135-05 13-18 9.2% 1-07 0.8% 94% False False 316,634
80 148-23 135-05 13-18 9.2% 1-07 0.8% 94% False False 239,969
100 148-23 135-05 13-18 9.2% 1-06 0.8% 94% False False 192,022
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 152-02
2.618 150-19
1.618 149-22
1.000 149-04
0.618 148-25
HIGH 148-07
0.618 147-28
0.500 147-24
0.382 147-21
LOW 147-10
0.618 146-24
1.000 146-13
1.618 145-27
2.618 144-30
4.250 143-15
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 147-28 147-25
PP 147-26 147-21
S1 147-24 147-18

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

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