ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 147-21 147-17 -0-04 -0.1% 148-02
High 148-08 149-28 1-20 1.1% 148-18
Low 147-02 147-15 0-13 0.3% 146-22
Close 147-26 149-21 1-27 1.2% 147-23
Range 1-06 2-13 1-07 102.6% 1-28
ATR 1-08 1-10 0-03 6.7% 0-00
Volume 724,087 637,379 -86,708 -12.0% 2,377,562
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 156-07 155-11 150-31
R3 153-26 152-30 150-10
R2 151-13 151-13 150-03
R1 150-17 150-17 149-28 150-31
PP 149-00 149-00 149-00 149-07
S1 148-04 148-04 149-14 148-18
S2 146-19 146-19 149-07
S3 144-06 145-23 149-00
S4 141-25 143-10 148-11
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
5 149-28 146-31 2-29 1.9% 1-16 1.0% 92% True False 586,529
10 149-28 145-25 4-03 2.7% 1-13 0.9% 95% True False 522,549
20 149-28 141-30 7-30 5.3% 1-08 0.8% 97% True False 419,352
40 149-28 136-12 13-16 9.0% 1-06 0.8% 98% True False 348,932
60 149-28 135-05 14-23 9.8% 1-08 0.8% 99% True False 339,051
80 149-28 135-05 14-23 9.8% 1-07 0.8% 99% True False 282,392
100 149-28 135-05 14-23 9.8% 1-07 0.8% 99% True False 226,081
120 149-28 135-05 14-23 9.8% 1-06 0.8% 99% True False 188,411
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 0-10
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 160-03
2.618 156-06
1.618 153-25
1.000 152-09
0.618 151-12
HIGH 149-28
0.618 148-31
0.500 148-22
0.382 148-12
LOW 147-15
0.618 145-31
1.000 145-02
1.618 143-18
2.618 141-05
4.250 137-08
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 149-10 149-08
PP 149-00 148-27
S1 148-22 148-14

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

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