ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 136-25 136-15 -0-10 -0.2% 140-13
High 136-31 136-20 -0-11 -0.3% 141-05
Low 135-18 135-15 -0-03 -0.1% 135-15
Close 136-17 136-14 -0-03 -0.1% 136-14
Range 1-13 1-05 -0-08 -17.8% 5-22
ATR 1-10 1-10 0-00 -0.9% 0-00
Volume 430,578 345,996 -84,582 -19.6% 1,872,872
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 139-21 139-06 137-02
R3 138-16 138-01 136-24
R2 137-11 137-11 136-21
R1 136-28 136-28 136-17 136-17
PP 136-06 136-06 136-06 136-00
S1 135-23 135-23 136-11 135-12
S2 135-01 135-01 136-07
S3 133-28 134-18 136-04
S4 132-23 133-13 135-26
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 154-24 151-09 139-18
R3 149-02 145-19 138-00
R2 143-12 143-12 137-15
R1 139-29 139-29 136-31 138-26
PP 137-22 137-22 137-22 137-04
S1 134-07 134-07 135-29 133-04
S2 132-00 132-00 135-13
S3 126-10 128-17 134-28
S4 120-20 122-27 133-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141-05 135-15 5-22 4.2% 1-17 1.1% 17% False True 374,574
10 142-10 135-15 6-27 5.0% 1-10 1.0% 14% False True 325,401
20 143-01 135-15 7-18 5.5% 1-08 0.9% 13% False True 262,781
40 144-00 135-15 8-17 6.3% 1-08 0.9% 11% False True 132,099
60 144-00 135-15 8-17 6.3% 1-04 0.8% 11% False True 88,121
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 141-17
2.618 139-21
1.618 138-16
1.000 137-25
0.618 137-11
HIGH 136-20
0.618 136-06
0.500 136-02
0.382 135-29
LOW 135-15
0.618 134-24
1.000 134-10
1.618 133-19
2.618 132-14
4.250 130-18
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 136-10 137-08
PP 136-06 136-31
S1 136-02 136-22

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

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