ECBOT 30 Year Treasury Bond Future December 2011


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 143-04 144-25 1-21 1.2% 142-01
High 144-27 145-10 0-15 0.3% 143-01
Low 142-31 144-06 1-07 0.9% 140-15
Close 144-24 144-15 -0-09 -0.2% 141-16
Range 1-28 1-04 -0-24 -40.0% 2-18
ATR 1-26 1-25 -0-02 -2.7% 0-00
Volume 2,722 2,670 -52 -1.9% 58,932
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 148-01 147-12 145-03
R3 146-29 146-08 144-25
R2 145-25 145-25 144-22
R1 145-04 145-04 144-18 144-28
PP 144-21 144-21 144-21 144-17
S1 144-00 144-00 144-12 143-24
S2 143-17 143-17 144-08
S3 142-13 142-28 144-05
S4 141-09 141-24 143-27
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 149-11 148-00 142-29
R3 146-25 145-14 142-07
R2 144-07 144-07 141-31
R1 142-28 142-28 141-24 142-08
PP 141-21 141-21 141-21 141-12
S1 140-10 140-10 141-08 139-22
S2 139-03 139-03 141-01
S3 136-17 137-24 140-25
S4 133-31 135-06 140-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145-10 141-08 4-02 2.8% 1-19 1.1% 79% True False 4,137
10 145-10 140-03 5-07 3.6% 1-21 1.2% 84% True False 10,036
20 145-14 140-03 5-11 3.7% 1-22 1.2% 82% False False 171,753
40 145-14 135-05 10-09 7.1% 1-29 1.3% 91% False False 247,601
60 147-00 135-05 11-27 8.2% 2-00 1.4% 79% False False 272,446
80 147-00 134-26 12-06 8.4% 1-31 1.4% 79% False False 276,449
100 147-00 123-21 23-11 16.2% 2-02 1.4% 89% False False 221,845
120 147-00 120-28 26-04 18.1% 1-28 1.3% 90% False False 184,900
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0-15
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 150-03
2.618 148-08
1.618 147-04
1.000 146-14
0.618 146-00
HIGH 145-10
0.618 144-28
0.500 144-24
0.382 144-20
LOW 144-06
0.618 143-16
1.000 143-02
1.618 142-12
2.618 141-08
4.250 139-13
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 144-24 144-05
PP 144-21 143-27
S1 144-18 143-16

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

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