ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 141-28 140-19 -1-09 -0.9% 143-30
High 141-28 141-01 -0-27 -0.6% 144-23
Low 140-17 140-19 0-02 0.0% 140-17
Close 140-18 141-01 0-15 0.3% 140-18
Range 1-11 0-14 -0-29 -67.4% 4-06
ATR 1-08 1-06 -0-02 -4.5% 0-00
Volume 7 77 70 1,000.0% 88
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 142-06 142-02 141-09
R3 141-24 141-20 141-05
R2 141-10 141-10 141-04
R1 141-06 141-06 141-02 141-08
PP 140-28 140-28 140-28 140-30
S1 140-24 140-24 141-00 140-26
S2 140-14 140-14 140-30
S3 140-00 140-10 140-29
S4 139-18 139-28 140-25
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 154-16 151-23 142-28
R3 150-10 147-17 141-23
R2 146-04 146-04 141-11
R1 143-11 143-11 140-30 142-20
PP 141-30 141-30 141-30 141-19
S1 139-05 139-05 140-06 138-14
S2 137-24 137-24 139-25
S3 133-18 134-31 139-13
S4 129-12 130-25 138-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144-00 140-17 3-15 2.5% 0-28 0.6% 14% False False 26
10 144-23 140-03 4-20 3.3% 1-01 0.7% 20% False False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142-28
2.618 142-06
1.618 141-24
1.000 141-15
0.618 141-10
HIGH 141-01
0.618 140-28
0.500 140-26
0.382 140-24
LOW 140-19
0.618 140-10
1.000 140-05
1.618 139-28
2.618 139-14
4.250 138-24
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 140-31 141-09
PP 140-28 141-06
S1 140-26 141-04

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

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