ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 141-22 142-10 0-20 0.4% 141-27
High 142-21 142-22 0-01 0.0% 142-08
Low 141-22 142-04 0-14 0.3% 140-00
Close 142-18 142-04 -0-14 -0.3% 141-19
Range 0-31 0-18 -0-13 -41.9% 2-08
ATR 1-04 1-02 -0-01 -3.5% 0-00
Volume 17 152 135 794.1% 60
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 144-00 143-20 142-14
R3 143-14 143-02 142-09
R2 142-28 142-28 142-07
R1 142-16 142-16 142-06 142-13
PP 142-10 142-10 142-10 142-08
S1 141-30 141-30 142-02 141-27
S2 141-24 141-24 142-01
S3 141-06 141-12 141-31
S4 140-20 140-26 141-26
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
5 142-22 140-00 2-22 1.9% 0-26 0.6% 79% True False 41
10 143-25 140-00 3-25 2.7% 0-24 0.5% 56% False False 32
20 144-23 140-00 4-23 3.3% 0-29 0.6% 45% False False 29
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 False
Stretch 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145-02
2.618 144-05
1.618 143-19
1.000 143-08
0.618 143-01
HIGH 142-22
0.618 142-15
0.500 142-13
0.382 142-11
LOW 142-04
0.618 141-25
1.000 141-18
1.618 141-07
2.618 140-21
4.250 139-24
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 142-13 142-02
PP 142-10 142-00
S1 142-07 141-30

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

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