ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 143-11 141-27 -1-16 -1.0% 140-19
High 143-25 142-08 -1-17 -1.1% 143-25
Low 143-11 141-21 -1-22 -1.2% 140-19
Close 143-12 141-21 -1-23 -1.2% 143-12
Range 0-14 0-19 0-05 35.7% 3-06
ATR 1-07 1-08 0-01 3.0% 0-00
Volume 39 32 -7 -17.9% 152
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 143-20 143-08 141-31
R3 143-01 142-21 141-26
R2 142-14 142-14 141-24
R1 142-02 142-02 141-23 141-30
PP 141-27 141-27 141-27 141-26
S1 141-15 141-15 141-19 141-12
S2 141-08 141-08 141-18
S3 140-21 140-28 141-16
S4 140-02 140-09 141-11
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 152-05 150-30 145-04
R3 148-31 147-24 144-08
R2 145-25 145-25 143-31
R1 144-18 144-18 143-21 145-06
PP 142-19 142-19 142-19 142-28
S1 141-12 141-12 143-03 142-00
S2 139-13 139-13 142-25
S3 136-07 138-06 142-16
S4 133-01 135-00 141-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143-25 140-19 3-06 2.3% 0-27 0.6% 33% False False 36
10 144-23 140-17 4-06 3.0% 0-30 0.7% 27% False False 27
20 144-23 139-11 5-12 3.8% 0-31 0.7% 43% False False 73
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
4.250 144-25
2.618 143-26
1.618 143-07
1.000 142-27
0.618 142-20
HIGH 142-08
0.618 142-01
0.500 141-30
0.382 141-28
LOW 141-21
0.618 141-09
1.000 141-02
1.618 140-22
2.618 140-03
4.250 139-04
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 141-30 142-23
PP 141-27 142-12
S1 141-24 142-00

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

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