ECBOT 30 Year Treasury Bond Future September 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 134-24 135-00 0-08 0.2% 139-14
High 135-18 135-15 -0-03 -0.1% 139-14
Low 134-24 134-31 0-07 0.2% 134-24
Close 135-17 135-14 -0-03 -0.1% 135-14
Range 0-26 0-16 -0-10 -38.5% 4-22
ATR
Volume 36 6 -30 -83.3% 158
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 136-25 136-20 135-23
R3 136-09 136-04 135-18
R2 135-25 135-25 135-17
R1 135-20 135-20 135-15 135-22
PP 135-09 135-09 135-09 135-11
S1 135-04 135-04 135-13 135-06
S2 134-25 134-25 135-11
S3 134-09 134-20 135-10
S4 133-25 134-04 135-05
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 150-19 147-23 138-00
R3 145-29 143-01 136-23
R2 141-07 141-07 136-10
R1 138-11 138-11 135-28 137-14
PP 136-17 136-17 136-17 136-03
S1 133-21 133-21 135-00 132-24
S2 131-27 131-27 134-18
S3 127-05 128-31 134-05
S4 122-15 124-09 132-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139-14 134-24 4-22 3.5% 0-11 0.2% 15% False False 31
10 140-29 134-24 6-05 4.5% 0-05 0.1% 11% False False 19
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-19
2.618 136-25
1.618 136-09
1.000 135-31
0.618 135-25
HIGH 135-15
0.618 135-09
0.500 135-07
0.382 135-05
LOW 134-31
0.618 134-21
1.000 134-15
1.618 134-05
2.618 133-21
4.250 132-27
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 135-12 135-11
PP 135-09 135-09
S1 135-07 135-06

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.