ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 149-27 149-15 -0-12 -0.3% 148-21
High 149-30 150-18 0-20 0.4% 150-18
Low 149-07 149-15 0-08 0.2% 147-17
Close 149-24 150-07 0-15 0.3% 150-07
Range 0-23 1-03 0-12 52.2% 3-01
ATR 1-17 1-16 -0-01 -2.1% 0-00
Volume 4,063 1,717 -2,346 -57.7% 21,328
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 153-12 152-28 150-26
R3 152-09 151-25 150-17
R2 151-06 151-06 150-13
R1 150-22 150-22 150-10 150-30
PP 150-03 150-03 150-03 150-06
S1 149-19 149-19 150-04 149-27
S2 149-00 149-00 150-01
S3 147-29 148-16 149-29
S4 146-26 147-13 149-20
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 158-17 157-13 151-28
R3 155-16 154-12 151-02
R2 152-15 152-15 150-25
R1 151-11 151-11 150-16 151-29
PP 149-14 149-14 149-14 149-23
S1 148-10 148-10 149-30 148-28
S2 146-13 146-13 149-21
S3 143-12 145-09 149-12
S4 140-11 142-08 148-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 150-18 147-17 3-01 2.0% 1-18 1.0% 89% True False 4,265
10 153-03 147-17 5-18 3.7% 1-18 1.0% 48% False False 9,782
20 153-03 146-22 6-13 4.3% 1-17 1.0% 55% False False 228,413
40 153-03 141-03 12-00 8.0% 1-11 0.9% 76% False False 265,611
60 153-03 136-12 16-23 11.1% 1-10 0.9% 83% False False 279,001
80 153-03 135-05 17-30 11.9% 1-10 0.9% 84% False False 286,398
100 153-03 135-05 17-30 11.9% 1-09 0.9% 84% False False 229,509
120 153-03 135-05 17-30 11.9% 1-08 0.8% 84% False False 191,292
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 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-07
2.618 153-14
1.618 152-11
1.000 151-21
0.618 151-08
HIGH 150-18
0.618 150-05
0.500 150-00
0.382 149-28
LOW 149-15
0.618 148-25
1.000 148-12
1.618 147-22
2.618 146-19
4.250 144-26
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 150-05 149-30
PP 150-03 149-22
S1 150-00 149-13

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

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