ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 149-17 150-00 0-15 0.3% 153-17
High 150-00 151-07 1-07 0.8% 153-20
Low 149-00 149-19 0-19 0.4% 149-00
Close 149-11 149-19 0-08 0.2% 149-19
Range 1-00 1-20 0-20 62.5% 4-20
ATR 1-08 1-10 0-01 3.5% 0-00
Volume 191 109 -82 -42.9% 1,285
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 155-00 153-30 150-16
R3 153-12 152-10 150-01
R2 151-24 151-24 149-29
R1 150-22 150-22 149-24 150-13
PP 150-04 150-04 150-04 150-00
S1 149-02 149-02 149-14 148-25
S2 148-16 148-16 149-09
S3 146-28 147-14 149-05
S4 145-08 145-26 148-22
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 164-20 161-23 152-04
R3 160-00 157-03 150-28
R2 155-12 155-12 150-14
R1 152-15 152-15 150-01 151-20
PP 150-24 150-24 150-24 150-10
S1 147-27 147-27 149-05 147-00
S2 146-04 146-04 148-24
S3 141-16 143-07 148-10
S4 136-28 138-19 147-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-20 149-00 4-20 3.1% 1-12 0.9% 13% False False 257
10 153-20 147-03 6-17 4.4% 1-16 1.0% 38% False False 268
20 153-20 144-00 9-20 6.4% 1-06 0.8% 58% False False 299
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 0-04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-04
2.618 155-15
1.618 153-27
1.000 152-27
0.618 152-07
HIGH 151-07
0.618 150-19
0.500 150-13
0.382 150-07
LOW 149-19
0.618 148-19
1.000 147-31
1.618 146-31
2.618 145-11
4.250 142-22
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 150-13 150-08
PP 150-04 150-01
S1 149-28 149-26

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

View Archives - Comment on this page... - Back to Index of Symbols