ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 150-29 149-08 -1-21 -1.1% 147-21
High 151-05 149-26 -1-11 -0.9% 152-31
Low 149-01 148-23 -0-10 -0.2% 147-02
Close 149-11 149-02 -0-09 -0.2% 152-20
Range 2-04 1-03 -1-01 -48.5% 5-29
ATR 1-17 1-16 -0-01 -2.0% 0-00
Volume 19,088 10,057 -9,031 -47.3% 1,610,366
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 152-15 151-28 149-21
R3 151-12 150-25 149-12
R2 150-09 150-09 149-08
R1 149-22 149-22 149-05 149-14
PP 149-06 149-06 149-06 149-02
S1 148-19 148-19 148-31 148-11
S2 148-03 148-03 148-28
S3 147-00 147-16 148-24
S4 145-29 146-13 148-15
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 168-19 166-17 155-28
R3 162-22 160-20 154-08
R2 156-25 156-25 153-23
R1 154-23 154-23 153-05 155-24
PP 150-28 150-28 150-28 151-13
S1 148-26 148-26 152-03 149-27
S2 144-31 144-31 151-17
S3 139-02 142-29 151-00
S4 133-05 137-00 149-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-03 148-23 4-12 2.9% 1-23 1.1% 8% False True 24,447
10 153-03 146-31 6-04 4.1% 1-22 1.1% 34% False False 268,749
20 153-03 143-18 9-17 6.4% 1-15 1.0% 58% False False 350,927
40 153-03 140-01 13-02 8.8% 1-08 0.8% 69% False False 309,381
60 153-03 135-05 17-30 12.0% 1-10 0.9% 78% False False 316,189
80 153-03 135-05 17-30 12.0% 1-09 0.9% 78% False False 286,233
100 153-03 135-05 17-30 12.0% 1-08 0.8% 78% False False 229,256
120 153-03 135-05 17-30 12.0% 1-07 0.8% 78% False False 191,067
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-12
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 154-15
2.618 152-22
1.618 151-19
1.000 150-29
0.618 150-16
HIGH 149-26
0.618 149-13
0.500 149-08
0.382 149-04
LOW 148-23
0.618 148-01
1.000 147-20
1.618 146-30
2.618 145-27
4.250 144-02
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 149-08 150-16
PP 149-06 150-00
S1 149-04 149-17

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

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