ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 140-07 140-23 0-16 0.4% 141-13
High 141-16 141-16 0-00 0.0% 142-03
Low 140-07 140-14 0-07 0.2% 139-15
Close 141-11 140-30 -0-13 -0.3% 141-11
Range 1-09 1-02 -0-07 -17.1% 2-20
ATR 1-08 1-08 0-00 -1.1% 0-00
Volume 2,554 1,245 -1,309 -51.3% 11,017
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 144-05 143-19 141-17
R3 143-03 142-17 141-07
R2 142-01 142-01 141-04
R1 141-15 141-15 141-01 141-24
PP 140-31 140-31 140-31 141-03
S1 140-13 140-13 140-27 140-22
S2 139-29 139-29 140-24
S3 138-27 139-11 140-21
S4 137-25 138-09 140-11
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 148-27 147-23 142-25
R3 146-07 145-03 142-02
R2 143-19 143-19 141-26
R1 142-15 142-15 141-19 141-23
PP 140-31 140-31 140-31 140-19
S1 139-27 139-27 141-03 139-03
S2 138-11 138-11 140-28
S3 135-23 137-07 140-20
S4 133-03 134-19 139-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-28 139-15 2-13 1.7% 1-06 0.8% 61% False False 1,700
10 144-00 139-15 4-17 3.2% 1-06 0.8% 32% False False 2,352
20 144-00 139-11 4-21 3.3% 1-08 0.9% 34% False False 1,344
40 144-23 139-11 5-12 3.8% 1-02 0.8% 30% False False 733
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 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146-00
2.618 144-09
1.618 143-07
1.000 142-18
0.618 142-05
HIGH 141-16
0.618 141-03
0.500 140-31
0.382 140-27
LOW 140-14
0.618 139-25
1.000 139-12
1.618 138-23
2.618 137-21
4.250 135-30
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 140-31 140-25
PP 140-31 140-20
S1 140-30 140-16

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

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