ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 152-08 151-14 -0-26 -0.5% 147-03
High 152-19 151-24 -0-27 -0.6% 152-15
Low 151-06 150-08 -0-30 -0.6% 146-15
Close 151-11 150-21 -0-22 -0.5% 152-03
Range 1-13 1-16 0-03 6.7% 6-00
ATR 1-13 1-14 0-00 0.4% 0-00
Volume 387,058 371,066 -15,992 -4.1% 1,832,827
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 155-12 154-17 151-15
R3 153-28 153-01 151-02
R2 152-12 152-12 150-30
R1 151-17 151-17 150-25 151-06
PP 150-28 150-28 150-28 150-23
S1 150-01 150-01 150-17 149-22
S2 149-12 149-12 150-12
S3 147-28 148-17 150-08
S4 146-12 147-01 149-27
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 168-11 166-07 155-13
R3 162-11 160-07 153-24
R2 156-11 156-11 153-06
R1 154-07 154-07 152-21 155-09
PP 150-11 150-11 150-11 150-28
S1 148-07 148-07 151-17 149-09
S2 144-11 144-11 151-00
S3 138-11 142-07 150-14
S4 132-11 136-07 148-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-19 146-29 5-22 3.8% 2-01 1.3% 66% False False 483,615
10 152-19 146-02 6-17 4.3% 1-20 1.1% 70% False False 291,460
20 152-19 142-26 9-25 6.5% 1-13 0.9% 80% False False 147,945
40 152-19 139-04 13-15 8.9% 1-04 0.8% 86% False False 74,120
60 152-19 134-08 18-11 12.2% 1-00 0.7% 89% False False 49,424
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-04
2.618 155-22
1.618 154-06
1.000 153-08
0.618 152-22
HIGH 151-24
0.618 151-06
0.500 151-00
0.382 150-26
LOW 150-08
0.618 149-10
1.000 148-24
1.618 147-26
2.618 146-10
4.250 143-28
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 151-00 151-08
PP 150-28 151-02
S1 150-25 150-27

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

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