ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 137-01 137-25 0-24 0.5% 136-14
High 138-04 137-26 -0-10 -0.2% 138-04
Low 136-24 136-27 0-03 0.1% 135-05
Close 137-26 137-21 -0-05 -0.1% 137-26
Range 1-12 0-31 -0-13 -29.5% 2-31
ATR 1-10 1-09 -0-01 -1.8% 0-00
Volume 298,637 272,308 -26,329 -8.8% 1,557,221
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 140-11 139-31 138-06
R3 139-12 139-00 137-30
R2 138-13 138-13 137-27
R1 138-01 138-01 137-24 137-24
PP 137-14 137-14 137-14 137-09
S1 137-02 137-02 137-18 136-24
S2 136-15 136-15 137-15
S3 135-16 136-03 137-12
S4 134-17 135-04 137-04
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 145-30 144-27 139-14
R3 142-31 141-28 138-20
R2 140-00 140-00 138-11
R1 138-29 138-29 138-03 139-14
PP 137-01 137-01 137-01 137-10
S1 135-30 135-30 137-17 136-16
S2 134-02 134-02 137-09
S3 131-03 132-31 137-00
S4 128-04 130-00 136-06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138-04 135-07 2-29 2.1% 1-04 0.8% 84% False False 297,873
10 140-19 135-05 5-14 4.0% 1-14 1.1% 46% False False 352,129
20 143-01 135-05 7-28 5.7% 1-10 0.9% 32% False False 328,569
40 144-00 135-05 8-27 6.4% 1-08 0.9% 28% False False 177,793
60 144-00 135-05 8-27 6.4% 1-05 0.8% 28% False False 118,611
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141-30
2.618 140-11
1.618 139-12
1.000 138-25
0.618 138-13
HIGH 137-26
0.618 137-14
0.500 137-10
0.382 137-07
LOW 136-27
0.618 136-08
1.000 135-28
1.618 135-09
2.618 134-10
4.250 132-23
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 137-18 137-17
PP 137-14 137-13
S1 137-10 137-10

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

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