ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 149-08 149-13 0-05 0.1% 152-26
High 149-26 150-27 1-01 0.7% 153-03
Low 148-23 149-03 0-12 0.3% 148-23
Close 149-02 149-07 0-05 0.1% 149-07
Range 1-03 1-24 0-21 60.0% 4-12
ATR 1-16 1-16 0-01 1.4% 0-00
Volume 10,057 5,829 -4,228 -42.0% 76,495
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 154-31 153-27 150-06
R3 153-07 152-03 149-22
R2 151-15 151-15 149-17
R1 150-11 150-11 149-12 150-01
PP 149-23 149-23 149-23 149-18
S1 148-19 148-19 149-02 148-09
S2 147-31 147-31 148-29
S3 146-07 146-27 148-24
S4 144-15 145-03 148-08
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 163-15 160-23 151-20
R3 159-03 156-11 150-14
R2 154-23 154-23 150-01
R1 151-31 151-31 149-20 151-05
PP 150-11 150-11 150-11 149-30
S1 147-19 147-19 148-26 146-25
S2 145-31 145-31 148-13
S3 141-19 143-07 148-00
S4 137-07 138-27 146-26
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% 1-18 1.0% 11% False False 15,299
10 153-03 146-31 6-04 4.1% 1-23 1.1% 37% False False 206,759
20 153-03 144-20 8-15 5.7% 1-16 1.0% 54% False False 330,961
40 153-03 140-12 12-23 8.5% 1-08 0.8% 70% False False 300,371
60 153-03 135-05 17-30 12.0% 1-09 0.9% 78% False False 307,052
80 153-03 135-05 17-30 12.0% 1-09 0.9% 78% False False 286,294
100 153-03 135-05 17-30 12.0% 1-09 0.9% 78% False False 229,311
120 153-03 135-05 17-30 12.0% 1-07 0.8% 78% False False 191,115
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-09
2.618 155-14
1.618 153-22
1.000 152-19
0.618 151-30
HIGH 150-27
0.618 150-06
0.500 149-31
0.382 149-24
LOW 149-03
0.618 148-00
1.000 147-11
1.618 146-08
2.618 144-16
4.250 141-21
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 149-31 149-30
PP 149-23 149-22
S1 149-15 149-15

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

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