ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 136-15 136-14 -0-01 0.0% 140-13
High 136-20 137-00 0-12 0.3% 141-05
Low 135-15 135-05 -0-10 -0.2% 135-15
Close 136-14 135-12 -1-02 -0.8% 136-14
Range 1-05 1-27 0-22 59.5% 5-22
ATR 1-10 1-11 0-01 2.9% 0-00
Volume 345,996 340,164 -5,832 -1.7% 1,872,872
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 141-12 140-07 136-12
R3 139-17 138-12 135-28
R2 137-22 137-22 135-23
R1 136-17 136-17 135-17 136-06
PP 135-27 135-27 135-27 135-22
S1 134-22 134-22 135-07 134-11
S2 134-00 134-00 135-01
S3 132-05 132-27 134-28
S4 130-10 131-00 134-12
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
5 140-19 135-05 5-14 4.0% 1-24 1.3% 4% False True 406,385
10 142-10 135-05 7-05 5.3% 1-13 1.0% 3% False True 336,210
20 143-01 135-05 7-28 5.8% 1-09 1.0% 3% False True 279,658
40 144-00 135-05 8-27 6.5% 1-08 0.9% 2% False True 140,588
60 144-00 135-05 8-27 6.5% 1-05 0.8% 2% False True 93,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144-27
2.618 141-26
1.618 139-31
1.000 138-27
0.618 138-04
HIGH 137-00
0.618 136-09
0.500 136-02
0.382 135-28
LOW 135-05
0.618 134-01
1.000 133-10
1.618 132-06
2.618 130-11
4.250 127-10
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 136-02 136-02
PP 135-27 135-27
S1 135-20 135-20

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

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