ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 137-25 138-03 0-10 0.2% 137-25
High 138-22 138-27 0-05 0.1% 139-05
Low 137-07 136-14 -0-25 -0.6% 136-27
Close 138-00 136-26 -1-06 -0.9% 137-24
Range 1-15 2-13 0-30 63.8% 2-10
ATR 1-10 1-12 0-03 6.1% 0-00
Volume 286,330 368,412 82,082 28.7% 1,520,319
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 144-19 143-03 138-04
R3 142-06 140-22 137-15
R2 139-25 139-25 137-08
R1 138-09 138-09 137-01 137-26
PP 137-12 137-12 137-12 137-04
S1 135-28 135-28 136-19 135-14
S2 134-31 134-31 136-12
S3 132-18 133-15 136-05
S4 130-05 131-02 135-16
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 144-27 143-20 139-01
R3 142-17 141-10 138-12
R2 140-07 140-07 138-06
R1 139-00 139-00 137-31 138-14
PP 137-29 137-29 137-29 137-21
S1 136-22 136-22 137-17 136-04
S2 135-19 135-19 137-10
S3 133-09 134-12 137-04
S4 130-31 132-02 136-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-05 136-14 2-23 2.0% 1-17 1.1% 14% False True 323,336
10 139-05 135-13 3-24 2.7% 1-12 1.0% 38% False False 309,437
20 142-02 135-05 6-29 5.0% 1-11 1.0% 24% False False 323,940
40 143-01 135-05 7-28 5.8% 1-09 0.9% 21% False False 224,969
60 144-00 135-05 8-27 6.5% 1-07 0.9% 19% False False 150,321
80 144-23 135-05 9-18 7.0% 1-06 0.9% 17% False False 112,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 149-02
2.618 145-05
1.618 142-24
1.000 141-08
0.618 140-11
HIGH 138-27
0.618 137-30
0.500 137-20
0.382 137-11
LOW 136-14
0.618 134-30
1.000 134-01
1.618 132-17
2.618 130-04
4.250 126-07
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 137-20 137-26
PP 137-12 137-15
S1 137-03 137-04

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

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