ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 143-23 143-01 -0-22 -0.5% 140-22
High 143-25 143-13 -0-12 -0.3% 142-03
Low 142-29 142-30 0-01 0.0% 139-11
Close 142-30 143-05 0-07 0.2% 142-00
Range 0-28 0-15 -0-13 -46.4% 2-24
ATR 1-07 1-06 -0-02 -4.4% 0-00
Volume 2,537 1,698 -839 -33.1% 1,147
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 144-18 144-11 143-13
R3 144-03 143-28 143-09
R2 143-20 143-20 143-08
R1 143-13 143-13 143-06 143-16
PP 143-05 143-05 143-05 143-07
S1 142-30 142-30 143-04 143-02
S2 142-22 142-22 143-02
S3 142-07 142-15 143-01
S4 141-24 142-00 142-29
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
5 144-00 141-03 2-29 2.0% 1-01 0.7% 71% False False 1,861
10 144-00 139-11 4-21 3.3% 1-05 0.8% 82% False False 1,079
20 144-00 139-11 4-21 3.3% 1-02 0.7% 82% False False 693
40 144-23 139-11 5-12 3.8% 1-01 0.7% 71% False False 379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 145-13
2.618 144-20
1.618 144-05
1.000 143-28
0.618 143-22
HIGH 143-13
0.618 143-07
0.500 143-06
0.382 143-04
LOW 142-30
0.618 142-21
1.000 142-15
1.618 142-06
2.618 141-23
4.250 140-30
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 143-06 143-10
PP 143-05 143-08
S1 143-05 143-07

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

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