ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 142-03 141-14 -0-21 -0.5% 141-08
High 142-13 142-09 -0-04 -0.1% 142-16
Low 141-10 141-09 -0-01 0.0% 140-18
Close 141-10 142-02 0-24 0.5% 141-30
Range 1-03 1-00 -0-03 -8.6% 1-30
ATR 0-30 0-30 0-00 0.6% 0-00
Volume 461 295 -166 -36.0% 1,917
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 144-28 144-15 142-20
R3 143-28 143-15 142-11
R2 142-28 142-28 142-08
R1 142-15 142-15 142-05 142-22
PP 141-28 141-28 141-28 141-31
S1 141-15 141-15 141-31 141-22
S2 140-28 140-28 141-28
S3 139-28 140-15 141-25
S4 138-28 139-15 141-16
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 147-15 146-21 143-00
R3 145-17 144-23 142-15
R2 143-19 143-19 142-09
R1 142-25 142-25 142-04 143-06
PP 141-21 141-21 141-21 141-28
S1 140-27 140-27 141-24 141-08
S2 139-23 139-23 141-19
S3 137-25 138-29 141-13
S4 135-27 136-31 140-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-16 141-00 1-16 1.1% 0-28 0.6% 71% False False 391
10 142-16 140-18 1-30 1.4% 0-28 0.6% 77% False False 318
20 142-16 137-02 5-14 3.8% 0-28 0.6% 92% False False 198
40 142-16 134-08 8-08 5.8% 0-24 0.5% 95% False False 112
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-17
2.618 144-29
1.618 143-29
1.000 143-09
0.618 142-29
HIGH 142-09
0.618 141-29
0.500 141-25
0.382 141-21
LOW 141-09
0.618 140-21
1.000 140-09
1.618 139-21
2.618 138-21
4.250 137-01
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 141-31 142-00
PP 141-28 141-29
S1 141-25 141-27

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

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