ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 140-18 141-03 0-17 0.4% 140-22
High 141-15 142-03 0-20 0.4% 142-03
Low 140-18 141-03 0-17 0.4% 139-11
Close 141-13 142-00 0-19 0.4% 142-00
Range 0-29 1-00 0-03 10.3% 2-24
ATR 1-07 1-06 0-00 -1.3% 0-00
Volume 515 242 -273 -53.0% 1,147
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 144-23 144-12 142-18
R3 143-23 143-12 142-09
R2 142-23 142-23 142-06
R1 142-12 142-12 142-03 142-18
PP 141-23 141-23 141-23 141-26
S1 141-12 141-12 141-29 141-18
S2 140-23 140-23 141-26
S3 139-23 140-12 141-23
S4 138-23 139-12 141-14
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 149-13 148-14 143-16
R3 146-21 145-22 142-24
R2 143-29 143-29 142-16
R1 142-30 142-30 142-08 143-14
PP 141-05 141-05 141-05 141-12
S1 140-06 140-06 141-24 140-22
S2 138-13 138-13 141-16
S3 135-21 137-14 141-08
S4 132-29 134-22 140-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-03 139-11 2-24 1.9% 1-09 0.9% 97% True False 229
10 143-28 139-11 4-17 3.2% 1-08 0.9% 59% False False 457
20 143-28 139-11 4-17 3.2% 1-00 0.7% 59% False False 245
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 0-03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-11
2.618 144-23
1.618 143-23
1.000 143-03
0.618 142-23
HIGH 142-03
0.618 141-23
0.500 141-19
0.382 141-15
LOW 141-03
0.618 140-15
1.000 140-03
1.618 139-15
2.618 138-15
4.250 136-27
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 141-28 141-20
PP 141-23 141-07
S1 141-19 140-27

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.