ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 141-26 142-01 0-07 0.2% 141-20
High 142-11 142-07 -0-04 -0.1% 142-11
Low 141-14 141-16 0-02 0.0% 141-04
Close 142-07 141-31 -0-08 -0.2% 141-31
Range 0-29 0-23 -0-06 -20.7% 1-07
ATR 1-09 1-08 -0-01 -3.1% 0-00
Volume 321,632 212,247 -109,385 -34.0% 1,320,027
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 144-02 143-23 142-12
R3 143-11 143-00 142-05
R2 142-20 142-20 142-03
R1 142-09 142-09 142-01 142-03
PP 141-29 141-29 141-29 141-26
S1 141-18 141-18 141-29 141-12
S2 141-06 141-06 141-27
S3 140-15 140-27 141-25
S4 139-24 140-04 141-18
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 145-15 144-30 142-20
R3 144-08 143-23 142-10
R2 143-01 143-01 142-06
R1 142-16 142-16 142-03 142-24
PP 141-26 141-26 141-26 141-30
S1 141-09 141-09 141-27 141-18
S2 140-19 140-19 141-24
S3 139-12 140-02 141-20
S4 138-05 138-27 141-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-11 141-04 1-07 0.9% 0-26 0.6% 69% False False 264,005
10 142-11 139-30 2-13 1.7% 1-01 0.7% 84% False False 286,574
20 142-11 136-12 5-31 4.2% 1-07 0.9% 94% False False 299,854
40 143-01 135-05 7-28 5.5% 1-08 0.9% 87% False False 311,697
60 144-00 135-05 8-27 6.2% 1-07 0.9% 77% False False 208,977
80 144-00 135-05 8-27 6.2% 1-06 0.8% 77% False False 156,786
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 145-09
2.618 144-03
1.618 143-12
1.000 142-30
0.618 142-21
HIGH 142-07
0.618 141-30
0.500 141-28
0.382 141-25
LOW 141-16
0.618 141-02
1.000 140-25
1.618 140-11
2.618 139-20
4.250 138-14
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 141-30 141-29
PP 141-29 141-26
S1 141-28 141-24

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

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