ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 150-29 153-17 2-20 1.7% 147-12
High 153-16 153-20 0-04 0.1% 153-16
Low 150-29 152-11 1-14 1.0% 147-07
Close 153-04 152-11 -0-25 -0.5% 153-04
Range 2-19 1-09 -1-10 -50.6% 6-09
ATR 1-07 1-07 0-00 0.4% 0-00
Volume 439 338 -101 -23.0% 1,289
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 156-20 155-24 153-02
R3 155-11 154-15 152-22
R2 154-02 154-02 152-19
R1 153-06 153-06 152-15 153-00
PP 152-25 152-25 152-25 152-21
S1 151-29 151-29 152-07 151-22
S2 151-16 151-16 152-03
S3 150-07 150-20 152-00
S4 148-30 149-11 151-20
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 170-04 167-29 156-19
R3 163-27 161-20 154-27
R2 157-18 157-18 154-09
R1 155-11 155-11 153-22 156-14
PP 151-09 151-09 151-09 151-27
S1 149-02 149-02 152-18 150-06
S2 145-00 145-00 151-31
S3 138-23 142-25 151-13
S4 132-14 136-16 149-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-20 147-07 6-13 4.2% 1-23 1.1% 80% True False 325
10 153-20 146-11 7-09 4.8% 1-08 0.8% 82% True False 361
20 153-20 142-29 10-23 7.0% 1-01 0.7% 88% True False 255
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 True
Stretch 0-01
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 159-02
2.618 156-31
1.618 155-22
1.000 154-29
0.618 154-13
HIGH 153-20
0.618 153-04
0.500 153-00
0.382 152-27
LOW 152-11
0.618 151-18
1.000 151-02
1.618 150-09
2.618 149-00
4.250 146-29
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 153-00 152-05
PP 152-25 152-00
S1 152-18 151-26

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

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