ECBOT 30 Year Treasury Bond Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 142-10 142-23 0-13 0.3% 142-28
High 143-00 143-20 0-20 0.4% 143-17
Low 141-26 142-16 0-22 0.5% 140-23
Close 142-12 143-18 1-06 0.8% 142-25
Range 1-06 1-04 -0-02 -5.3% 2-26
ATR 1-15 1-15 -0-01 -1.1% 0-00
Volume 280,888 317,359 36,471 13.0% 1,613,777
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 146-19 146-07 144-06
R3 145-15 145-03 143-28
R2 144-11 144-11 143-25
R1 143-31 143-31 143-21 144-05
PP 143-07 143-07 143-07 143-10
S1 142-27 142-27 143-15 143-01
S2 142-03 142-03 143-11
S3 140-31 141-23 143-08
S4 139-27 140-19 142-30
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 150-25 149-19 144-10
R3 147-31 146-25 143-18
R2 145-05 145-05 143-10
R1 143-31 143-31 143-01 143-05
PP 142-11 142-11 142-11 141-30
S1 141-05 141-05 142-17 140-11
S2 139-17 139-17 142-08
S3 136-23 138-11 142-00
S4 133-29 135-17 141-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-20 140-23 2-29 2.0% 1-07 0.9% 98% True False 326,644
10 145-13 140-23 4-22 3.3% 1-11 0.9% 61% False False 337,980
20 145-15 140-21 4-26 3.4% 1-15 1.0% 60% False False 336,922
40 146-11 140-21 5-22 4.0% 1-14 1.0% 51% False False 272,895
60 146-11 139-24 6-19 4.6% 1-17 1.1% 58% False False 258,112
80 146-11 134-22 11-21 8.1% 1-20 1.1% 76% False False 193,962
100 146-12 134-22 11-22 8.1% 1-20 1.1% 76% False False 155,207
120 146-12 134-05 12-07 8.5% 1-16 1.0% 77% False False 129,344
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 False
Stretch 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148-13
2.618 146-18
1.618 145-14
1.000 144-24
0.618 144-10
HIGH 143-20
0.618 143-06
0.500 143-02
0.382 142-30
LOW 142-16
0.618 141-26
1.000 141-12
1.618 140-22
2.618 139-18
4.250 137-23
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 143-13 143-08
PP 143-07 142-30
S1 143-02 142-20

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

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