ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 141-00 141-20 0-20 0.4% 140-21
High 141-21 142-21 1-00 0.7% 141-21
Low 140-27 141-18 0-23 0.5% 139-19
Close 141-18 142-17 0-31 0.7% 141-18
Range 0-26 1-03 0-09 34.6% 2-02
ATR 1-06 1-06 0-00 -0.5% 0-00
Volume 129,291 341,066 211,775 163.8% 170,072
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 145-17 145-04 143-04
R3 144-14 144-01 142-27
R2 143-11 143-11 142-23
R1 142-30 142-30 142-20 143-04
PP 142-08 142-08 142-08 142-11
S1 141-27 141-27 142-14 142-02
S2 141-05 141-05 142-11
S3 140-02 140-24 142-07
S4 138-31 139-21 141-30
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 147-04 146-13 142-22
R3 145-02 144-11 142-04
R2 143-00 143-00 141-30
R1 142-09 142-09 141-24 142-20
PP 140-30 140-30 140-30 141-04
S1 140-07 140-07 141-12 140-18
S2 138-28 138-28 141-06
S3 136-26 138-05 141-00
S4 134-24 136-03 140-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-21 139-19 3-02 2.1% 1-03 0.8% 96% True False 102,227
10 142-21 139-19 3-02 2.1% 1-03 0.8% 96% True False 51,737
20 144-00 139-15 4-17 3.2% 1-05 0.8% 68% False False 27,018
40 144-00 139-11 4-21 3.3% 1-03 0.8% 68% False False 13,631
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147-10
2.618 145-17
1.618 144-14
1.000 143-24
0.618 143-11
HIGH 142-21
0.618 142-08
0.500 142-04
0.382 141-31
LOW 141-18
0.618 140-28
1.000 140-15
1.618 139-25
2.618 138-22
4.250 136-29
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 142-12 142-06
PP 142-08 141-26
S1 142-04 141-14

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

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