ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 142-31 143-23 0-24 0.5% 140-22
High 144-00 143-25 -0-07 -0.2% 142-03
Low 142-20 142-29 0-09 0.2% 139-11
Close 144-00 142-30 -1-02 -0.7% 142-00
Range 1-12 0-28 -0-16 -36.4% 2-24
ATR 1-08 1-07 0-00 -0.8% 0-00
Volume 4,121 2,537 -1,584 -38.4% 1,147
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 145-27 145-08 143-13
R3 144-31 144-12 143-06
R2 144-03 144-03 143-03
R1 143-16 143-16 143-01 143-12
PP 143-07 143-07 143-07 143-04
S1 142-20 142-20 142-27 142-16
S2 142-11 142-11 142-25
S3 141-15 141-24 142-22
S4 140-19 140-28 142-15
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
5 144-00 140-18 3-14 2.4% 1-04 0.8% 69% False False 1,624
10 144-00 139-11 4-21 3.3% 1-10 0.9% 77% False False 951
20 144-00 139-11 4-21 3.3% 1-03 0.8% 77% False False 608
40 144-23 139-11 5-12 3.8% 1-01 0.7% 67% False False 341
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 147-16
2.618 146-02
1.618 145-06
1.000 144-21
0.618 144-10
HIGH 143-25
0.618 143-14
0.500 143-11
0.382 143-08
LOW 142-29
0.618 142-12
1.000 142-01
1.618 141-16
2.618 140-20
4.250 139-06
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 143-11 143-02
PP 143-07 143-01
S1 143-02 143-00

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

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