ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 137-12 137-05 -0-07 -0.2% 135-22
High 137-18 138-01 0-15 0.3% 136-29
Low 137-03 137-05 0-02 0.0% 134-08
Close 137-10 137-30 0-20 0.5% 136-25
Range 0-15 0-28 0-13 86.7% 2-21
ATR 0-26 0-26 0-00 0.7% 0-00
Volume 88 32 -56 -63.6% 59
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 140-11 140-00 138-13
R3 139-15 139-04 138-06
R2 138-19 138-19 138-03
R1 138-08 138-08 138-01 138-14
PP 137-23 137-23 137-23 137-25
S1 137-12 137-12 137-27 137-18
S2 136-27 136-27 137-25
S3 135-31 136-16 137-22
S4 135-03 135-20 137-15
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 143-30 143-01 138-08
R3 141-09 140-12 137-16
R2 138-20 138-20 137-09
R1 137-23 137-23 137-01 138-06
PP 135-31 135-31 135-31 136-07
S1 135-02 135-02 136-17 135-16
S2 133-10 133-10 136-09
S3 130-21 132-13 136-02
S4 128-00 129-24 135-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-01 136-09 1-24 1.3% 0-16 0.4% 95% True False 25
10 138-01 134-08 3-25 2.7% 0-22 0.5% 98% True False 19
20 140-29 134-08 6-21 4.8% 0-13 0.3% 55% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-01
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141-24
2.618 140-10
1.618 139-14
1.000 138-29
0.618 138-18
HIGH 138-01
0.618 137-22
0.500 137-19
0.382 137-16
LOW 137-05
0.618 136-20
1.000 136-09
1.618 135-24
2.618 134-28
4.250 133-14
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 137-26 137-25
PP 137-23 137-20
S1 137-19 137-14

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

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