ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 140-00 142-05 2-05 1.5% 141-27
High 141-19 142-05 0-18 0.4% 142-08
Low 140-00 141-15 1-15 1.0% 140-00
Close 141-19 141-15 -0-04 -0.1% 141-19
Range 1-19 0-22 -0-29 -56.9% 2-08
ATR 1-07 1-05 -0-01 -3.1% 0-00
Volume 9 26 17 188.9% 60
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 143-24 143-10 141-27
R3 143-02 142-20 141-21
R2 142-12 142-12 141-19
R1 141-30 141-30 141-17 141-26
PP 141-22 141-22 141-22 141-20
S1 141-08 141-08 141-13 141-04
S2 141-00 141-00 141-11
S3 140-10 140-18 141-09
S4 139-20 139-28 141-03
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 148-01 147-02 142-27
R3 145-25 144-26 142-07
R2 143-17 143-17 142-00
R1 142-18 142-18 141-26 141-30
PP 141-09 141-09 141-09 140-31
S1 140-10 140-10 141-12 139-22
S2 139-01 139-01 141-06
S3 136-25 138-02 140-31
S4 134-17 135-26 140-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-08 140-00 2-08 1.6% 0-28 0.6% 65% False False 17
10 143-25 140-00 3-25 2.7% 0-30 0.7% 39% False False 24
20 144-23 139-22 5-01 3.6% 1-00 0.7% 35% False False 49
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0-02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145-02
2.618 143-31
1.618 143-09
1.000 142-27
0.618 142-19
HIGH 142-05
0.618 141-29
0.500 141-26
0.382 141-23
LOW 141-15
0.618 141-01
1.000 140-25
1.618 140-11
2.618 139-21
4.250 138-18
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 141-26 141-11
PP 141-22 141-07
S1 141-19 141-02

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

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