ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 139-28 140-25 0-29 0.6% 140-23
High 140-31 141-14 0-15 0.3% 142-10
Low 139-20 140-08 0-20 0.4% 140-10
Close 140-26 141-08 0-14 0.3% 140-21
Range 1-11 1-06 -0-05 -11.6% 2-00
ATR 1-07 1-07 0-00 -0.2% 0-00
Volume 7,333 31,788 24,455 333.5% 6,241
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 144-17 144-03 141-29
R3 143-11 142-29 141-18
R2 142-05 142-05 141-15
R1 141-23 141-23 141-11 141-30
PP 140-31 140-31 140-31 141-03
S1 140-17 140-17 141-05 140-24
S2 139-25 139-25 141-01
S3 138-19 139-11 140-30
S4 137-13 138-05 140-19
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 147-03 145-28 141-24
R3 145-03 143-28 141-07
R2 143-03 143-03 141-01
R1 141-28 141-28 140-27 141-16
PP 141-03 141-03 141-03 140-29
S1 139-28 139-28 140-15 139-16
S2 139-03 139-03 140-09
S3 137-03 137-28 140-03
S4 135-03 135-28 139-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-08 139-19 2-21 1.9% 1-07 0.9% 62% False False 8,776
10 142-10 139-15 2-27 2.0% 1-06 0.8% 63% False False 5,270
20 144-00 139-15 4-17 3.2% 1-05 0.8% 39% False False 3,538
40 144-00 139-11 4-21 3.3% 1-03 0.8% 41% False False 1,874
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146-16
2.618 144-17
1.618 143-11
1.000 142-20
0.618 142-05
HIGH 141-14
0.618 140-31
0.500 140-27
0.382 140-23
LOW 140-08
0.618 139-17
1.000 139-02
1.618 138-11
2.618 137-05
4.250 135-06
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 141-04 141-00
PP 140-31 140-24
S1 140-27 140-16

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

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