ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 147-27 147-05 -0-22 -0.5% 148-02
High 148-16 147-29 -0-19 -0.4% 148-18
Low 147-01 146-31 -0-02 0.0% 146-22
Close 147-16 147-23 0-07 0.1% 147-23
Range 1-15 0-30 -0-17 -36.2% 1-28
ATR 1-08 1-08 -0-01 -1.8% 0-00
Volume 625,736 380,729 -245,007 -39.2% 2,377,562
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 150-11 149-31 148-08
R3 149-13 149-01 147-31
R2 148-15 148-15 147-28
R1 148-03 148-03 147-26 148-09
PP 147-17 147-17 147-17 147-20
S1 147-05 147-05 147-20 147-11
S2 146-19 146-19 147-18
S3 145-21 146-07 147-15
S4 144-23 145-09 147-06
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 153-09 152-12 148-24
R3 151-13 150-16 148-08
R2 149-17 149-17 148-02
R1 148-20 148-20 147-28 148-04
PP 147-21 147-21 147-21 147-13
S1 146-24 146-24 147-18 146-08
S2 145-25 145-25 147-12
S3 143-29 144-28 147-06
S4 142-01 143-00 146-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-18 146-22 1-28 1.3% 1-06 0.8% 55% False False 475,512
10 148-23 145-04 3-19 2.4% 1-10 0.9% 72% False False 465,181
20 148-23 141-30 6-25 4.6% 1-05 0.8% 85% False False 370,395
40 148-23 136-12 12-11 8.4% 1-06 0.8% 92% False False 331,586
60 148-23 135-05 13-18 9.2% 1-07 0.8% 93% False False 324,582
80 148-23 135-05 13-18 9.2% 1-07 0.8% 93% False False 265,431
100 148-23 135-05 13-18 9.2% 1-06 0.8% 93% False False 212,467
120 148-23 135-05 13-18 9.2% 1-05 0.8% 93% False False 177,068
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 151-28
2.618 150-12
1.618 149-14
1.000 148-27
0.618 148-16
HIGH 147-29
0.618 147-18
0.500 147-14
0.382 147-10
LOW 146-31
0.618 146-12
1.000 146-01
1.618 145-14
2.618 144-16
4.250 143-00
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 147-20 147-24
PP 147-17 147-24
S1 147-14 147-24

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

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