ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 135-27 136-23 0-28 0.6% 140-13
High 136-28 137-13 0-17 0.4% 141-05
Low 135-13 136-15 1-02 0.8% 135-15
Close 136-25 137-02 0-09 0.2% 136-14
Range 1-15 0-30 -0-17 -36.2% 5-22
ATR 1-11 1-10 -0-01 -2.1% 0-00
Volume 289,883 330,798 40,915 14.1% 1,872,872
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 139-25 139-12 137-18
R3 138-27 138-14 137-10
R2 137-29 137-29 137-08
R1 137-16 137-16 137-05 137-22
PP 136-31 136-31 136-31 137-03
S1 136-18 136-18 136-31 136-24
S2 136-01 136-01 136-28
S3 135-03 135-20 136-26
S4 134-05 134-22 136-18
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
5 137-13 135-05 2-08 1.6% 1-08 0.9% 85% True False 320,916
10 141-05 135-05 6-00 4.4% 1-12 1.0% 32% False False 345,329
20 143-01 135-05 7-28 5.7% 1-09 0.9% 24% False False 323,540
40 144-00 135-05 8-27 6.5% 1-07 0.9% 22% False False 163,539
60 144-00 135-05 8-27 6.5% 1-05 0.8% 22% False False 109,096
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-12
2.618 139-28
1.618 138-30
1.000 138-11
0.618 138-00
HIGH 137-13
0.618 137-02
0.500 136-30
0.382 136-26
LOW 136-15
0.618 135-28
1.000 135-17
1.618 134-30
2.618 134-00
4.250 132-16
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 137-01 136-26
PP 136-31 136-18
S1 136-30 136-10

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

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