ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 148-02 147-23 -0-11 -0.2% 145-06
High 148-07 147-25 -0-14 -0.3% 148-23
Low 147-10 146-22 -0-20 -0.4% 145-04
Close 147-29 146-25 -1-04 -0.8% 148-10
Range 0-29 1-03 0-06 20.7% 3-19
ATR 1-07 1-07 0-00 0.1% 0-00
Volume 332,987 473,396 140,409 42.2% 2,274,252
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 150-12 149-21 147-12
R3 149-09 148-18 147-03
R2 148-06 148-06 146-31
R1 147-15 147-15 146-28 147-09
PP 147-03 147-03 147-03 147-00
S1 146-12 146-12 146-22 146-06
S2 146-00 146-00 146-19
S3 144-29 145-09 146-15
S4 143-26 144-06 146-06
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
5 148-23 145-25 2-30 2.0% 1-11 0.9% 34% False False 458,570
10 148-23 143-18 5-05 3.5% 1-06 0.8% 62% False False 413,785
20 148-23 141-03 7-20 5.2% 1-05 0.8% 75% False False 333,838
40 148-23 136-12 12-11 8.4% 1-06 0.8% 84% False False 313,974
60 148-23 135-05 13-18 9.2% 1-07 0.8% 86% False False 318,839
80 148-23 135-05 13-18 9.2% 1-07 0.8% 86% False False 245,884
100 148-23 135-05 13-18 9.2% 1-05 0.8% 86% False False 196,756
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 3 trading days
Fibonacci Retracements and Extensions
4.250 152-14
2.618 150-21
1.618 149-18
1.000 148-28
0.618 148-15
HIGH 147-25
0.618 147-12
0.500 147-08
0.382 147-03
LOW 146-22
0.618 146-00
1.000 145-19
1.618 144-29
2.618 143-26
4.250 142-01
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 147-08 147-21
PP 147-03 147-12
S1 146-30 147-02

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

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