ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 141-30 141-05 -0-25 -0.6% 140-25
High 141-30 142-01 0-03 0.1% 141-17
Low 141-15 140-18 -0-29 -0.6% 140-10
Close 141-15 141-04 -0-11 -0.2% 141-05
Range 0-15 1-15 1-00 213.3% 1-07
ATR 0-29 0-30 0-01 4.4% 0-00
Volume 244 333 89 36.5% 639
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 145-21 144-27 141-30
R3 144-06 143-12 141-17
R2 142-23 142-23 141-13
R1 141-29 141-29 141-08 141-18
PP 141-08 141-08 141-08 141-02
S1 140-14 140-14 141-00 140-04
S2 139-25 139-25 140-27
S3 138-10 138-31 140-23
S4 136-27 137-16 140-10
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 144-21 144-04 141-26
R3 143-14 142-29 141-16
R2 142-07 142-07 141-12
R1 141-22 141-22 141-09 141-30
PP 141-00 141-00 141-00 141-04
S1 140-15 140-15 141-01 140-24
S2 139-25 139-25 140-30
S3 138-18 139-08 140-26
S4 137-11 138-01 140-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-10 140-18 1-24 1.2% 0-29 0.6% 32% False True 246
10 142-10 139-11 2-31 2.1% 0-25 0.5% 60% False False 177
20 142-10 135-19 6-23 4.8% 0-30 0.7% 82% False False 111
40 142-10 134-08 8-02 5.7% 0-21 0.5% 85% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 148-09
2.618 145-28
1.618 144-13
1.000 143-16
0.618 142-30
HIGH 142-01
0.618 141-15
0.500 141-10
0.382 141-04
LOW 140-18
0.618 139-21
1.000 139-03
1.618 138-06
2.618 136-23
4.250 134-10
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 141-10 141-14
PP 141-08 141-11
S1 141-06 141-07

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

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