ECBOT 30 Year Treasury Bond Future September 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 134-14 136-00 1-18 1.2% 139-14
High 135-24 136-07 0-15 0.3% 139-14
Low 134-14 136-00 1-18 1.2% 134-24
Close 135-24 136-01 0-09 0.2% 135-14
Range 1-10 0-07 -1-03 -83.3% 4-22
ATR 0-28 0-27 -0-01 -3.3% 0-00
Volume 22 5 -17 -77.3% 158
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 136-24 136-19 136-05
R3 136-17 136-12 136-03
R2 136-10 136-10 136-02
R1 136-05 136-05 136-02 136-08
PP 136-03 136-03 136-03 136-04
S1 135-30 135-30 136-00 136-00
S2 135-28 135-28 136-00
S3 135-21 135-23 135-31
S4 135-14 135-16 135-29
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
5 136-07 134-08 1-31 1.4% 0-27 0.6% 90% True False 12
10 139-14 134-08 5-06 3.8% 0-17 0.4% 34% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-01
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 137-05
2.618 136-25
1.618 136-18
1.000 136-14
0.618 136-11
HIGH 136-07
0.618 136-04
0.500 136-04
0.382 136-03
LOW 136-00
0.618 135-28
1.000 135-25
1.618 135-21
2.618 135-14
4.250 135-02
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 136-04 135-24
PP 136-03 135-16
S1 136-02 135-08

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

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