ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 150-08 149-04 -1-04 -0.7% 152-26
High 150-08 150-01 -0-07 -0.1% 153-03
Low 148-24 148-08 -0-16 -0.3% 148-23
Close 148-26 149-27 1-01 0.7% 149-07
Range 1-16 1-25 0-09 18.8% 4-12
ATR 1-19 1-19 0-00 0.9% 0-00
Volume 5,662 2,700 -2,962 -52.3% 76,495
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 154-23 154-02 150-26
R3 152-30 152-09 150-11
R2 151-05 151-05 150-05
R1 150-16 150-16 150-00 150-26
PP 149-12 149-12 149-12 149-17
S1 148-23 148-23 149-22 149-02
S2 147-19 147-19 149-17
S3 145-26 146-30 149-11
S4 144-01 145-05 148-28
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
5 150-27 147-17 3-10 2.2% 1-24 1.2% 70% False False 6,286
10 153-03 147-17 5-18 3.7% 1-27 1.2% 42% False False 34,094
20 153-03 145-25 7-10 4.9% 1-20 1.1% 56% False False 278,322
40 153-03 141-03 12-00 8.0% 1-11 0.9% 73% False False 279,656
60 153-03 135-07 17-28 11.9% 1-10 0.9% 82% False False 288,698
80 153-03 135-05 17-30 12.0% 1-10 0.9% 82% False False 286,438
100 153-03 135-05 17-30 12.0% 1-09 0.9% 82% False False 229,454
120 153-03 135-05 17-30 12.0% 1-07 0.8% 82% False False 191,244
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 0-14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157-19
2.618 154-22
1.618 152-29
1.000 151-26
0.618 151-04
HIGH 150-01
0.618 149-11
0.500 149-04
0.382 148-30
LOW 148-08
0.618 147-05
1.000 146-15
1.618 145-12
2.618 143-19
4.250 140-22
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 149-20 149-17
PP 149-12 149-07
S1 149-04 148-28

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

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