ECBOT 30 Year Treasury Bond Future December 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 149-04 149-31 0-27 0.6% 153-17
High 150-13 150-05 -0-08 -0.2% 153-20
Low 148-20 149-17 0-29 0.6% 149-00
Close 150-07 150-05 -0-02 0.0% 149-19
Range 1-25 0-20 -1-05 -64.9% 4-20
ATR 1-13 1-12 -0-02 -3.7% 0-00
Volume 66 482 416 630.3% 1,285
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 151-26 151-20 150-16
R3 151-06 151-00 150-10
R2 150-18 150-18 150-09
R1 150-12 150-12 150-07 150-15
PP 149-30 149-30 149-30 150-00
S1 149-24 149-24 150-03 149-27
S2 149-10 149-10 150-01
S3 148-22 149-04 150-00
S4 148-02 148-16 149-26
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
5 151-07 148-01 3-06 2.1% 1-18 1.0% 67% False False 180
10 153-20 148-01 5-19 3.7% 1-18 1.0% 38% False False 251
20 153-20 146-07 7-13 4.9% 1-12 0.9% 53% False False 298
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 152-26
2.618 151-25
1.618 151-05
1.000 150-25
0.618 150-17
HIGH 150-05
0.618 149-29
0.500 149-27
0.382 149-25
LOW 149-17
0.618 149-05
1.000 148-29
1.618 148-17
2.618 147-29
4.250 146-28
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 150-02 149-30
PP 149-30 149-23
S1 149-27 149-16

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

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